Grits refer to any coarsely ground grain like corn, oats, or rice. The grits used for shrimp and grits are made from white corn and are finer than polenta. Polenta is coarser and created from yellow corn. Polenta is a staple of Italian cuisine, and grits are notably Southern. Polenta is "mush" made of cornmeal but can also be cooked until firm and cut into squares.