Grammar is the system of a language. But languages did not start like that. Languages started by people making sounds which evolved into words, phrases and sentences. No commonly-spoken language is fixed.
All languages change over time.
Very many people in the world speak their own, native language without having studied its grammar. It's important to think of grammar as something that can help you, like a friend. So think of grammar as something good, something positive, something that you can use to find your way - like a signpost or a map. Except invented languages like Esperanto. And if Esperanto were widely spoken, its rules would soon be very different.