We can't tell you what you're doing wrong if we don't know what you've tried to do so far. Where have you looked? What records have you tried to find?
Assuming he is deceased, the suggestion of ordering your grandfather's death certificate is a good place to start. I often find the best tactic for getting past brick walls is to work backwards chronologically and death records are typically, of course, the last records in a persons life.
Since this is the Newbies board, I'm wondering if maybe you have only looked for records on Ancestry.com? Sometimes, you need to go outside Ancestry.com to find the details you need. They don't have all records, especially many BMD (birth, marriage, death) certificates/records - they sometimes have indexes and you can order the original through Ancestry.com but it's often cheaper to order it straight from the government. If you're looking for a death certificate within the US, typically you want to look for the state's Department of Health. If you tell us what state or country you're researching in, we can point you in the right direction. I know it's all well and good to be told to find a death certificate but if someone had told me that in the first weeks or months of my research, I wouldn't have had a clue where to find it.