What are the main strategic concepts in the Grunfeld? I recently picked up on the Grunfeld and I am quite pleased with this opening. To improve my skill at playing this opening; 


What are the most important strategic/thematic concepts that I should learn?
What other, less important, concepts should I learn after i'm skilled at the most important?
What kind of endgames can I expect? ( which pieces )


The Grunfeld mainline starts with:

[FEN ""]
1.d4 Nf6 2.c4 g6 3.Nc3 d5
Very often Black will end up with a poor pawn structure in return for piece activity for example after the pawn moves d5 e6 dxe6 and fxe6 (not necessarily right after another). 

As for other concepts, you need to accept that you need to study a lot of concrete lines. White has many options against your defence of choice such as: 


The crazy sharp anti-Grünfeld 3.f3.
The positional 5.Bd2 line.
The crazy tactical lines with an early h4.
The system with Nf3 + an early Qb3.
etc. etc.


Tactics abound in this opening and trying to work it all out over the board against a prepared opponent is suicide. 

As for endgames, you can get absolutely any kind of material distribution due to the tactical nature of the opening. In general Black will get a queen side pawn majority, but whether it'll be relevant is an entirely different matter. First of all there's the matter of surviving the middlegame, and then there's the question of how many concessions Black had to make in order to neutralise the white centre in order to get there. For a great example of this going completely wrong for Black, see this game.