I had a really tough time figuring it out. Actually, what you might want to do is simply make your first file a sacrificial file to figure out how to use the sphere grid. Thats what i had to do, since by the time i figured it out i was so under leveled and couldnt get enough spheres so i had to start a new file.
Really the best things to do early on are get as many power and mana spheres as you can, those are important for raising your HP, strength, defense, and magic power and magic defense. When you get ability or special spheres, look at what the ability or skill is and what it does, figure out if you'll need it or not (like say, Auron's zombie strike is nice but rather useless, but Tidus's Quick Hit skill is extremely useful). Also, it doesnt hurt to simply go over your character's path on the grid, see whats coming up. That way you can plan a little on knowing what you'll want to use spheres on and keep from wasting them.
I know it sounds boring but it really is worth reading the manual/in game tutorial a few times. The Sphere grid is much simpler than it seems. If you get the basics then you really won't have any problems, trust me.
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