There are several. The thing they all have in common is to connect the hands so that they become one unit working together, and deliver the clubhead so that it's going to hit the ball squarely.
The two most common are overlapping and interlocking which are pretty similar. If you're right handed, an overlapping grip would overlap the pinkie of your lower (right) hand over the index finger of your upper hand (left). Interlocking is similar except you put your right pinkie between the index finger and middle finger of your left hand.
Some also use a "baseball" grip with no overlapping or inerlocking and I've seen some people interlock/overlap more fingers.
is a HUGE foundation component of your swing. A bad grip can prevent you from playing well, so it pays to get a lesson and learn how to do it right, rather than learn it wrong and let create muscle memory of a bad grip.