Hi, Alex.
I searched for a little bit and could not find any tutorials, or projects or demos that highlighted a grid as a feature. While there are several small games on
pygame.org that do tic-tac-toe like grids, I did not find one that appeared simple enough for a first study.
I whipped up a *very* basic demo that does the does the absolute minimum you ask. I didn't want to give too much away to an aspiring student. :) The demo lacks elegance and is not a good Python or Pygame example, but it may provide the small "hello world" boost you need. Hope so. Find it here...
http://code.google.com/p/trollsouttaluckland/downloads/detail?name=grid0.py&can=2&q=