It's often said to be a right-hander's world since so many things are made or built for right-handed people and so little consideration is given to left-handers. The same is true to some extent in golf because it can be harder to find clubs for left-handed players. There is also a bias on many courses because there are more holes that go right to left than there are holes that go left to right. Learning the correct grip is the first step to tackling a course.
Take hold of your club with your right hand and place it at the top of the golf grip. Take the little finger of your left hand and place it on top of the space between the forefinger on your right hand and the middle finger. This is the overlapping grip and it is the most popular grip, for right-handers and left-handers, in the game.
Pick up your club and place it in your right hand. The little finger of your left hand needs to go underneath the forefinger of your right hand. Align the hands so they are working together to hold the club. This is called the interlocking grip.
Try the baseball grip. After putting your right hand at the top of the club, take your left hand and put it directly underneath as if you were hitting with a baseball bat. While this grip is not as popular as the overlapping or interlocking styles, it can be effective. The hands work together as one in the first two grips, while the baseball grip does not provide the same amount of control.
Choke down on the club when you are about to his a short pitch shot of 70 yards or less. Instead of holding the club at the end, take your pitching wedge and put your right hand (top hand) about 8 inches down the shaft with your left hand below. This will give you more control and a greater "feel" for the ball.
Take your putter onto the practice green and use the same style of grip you are using on tee shots and fairway shots. The only difference should be on the pressure you are holding the club. Pro golfers advice students that their grip should be a "5 or 6" (on a scale of 1 to 10) when they are about to hit a shot. However, the grip on the putter should be a "3 or 4" on the putting green.
Tips & Warnings
There is no right or wrong way to hold your club. It's whatever feels most comfortable to you.