A proper grip is one of the most important aspects of a successful golf swing. As the only physical connection between you and the golf club, the grip ultimately can determine the outcome of your swing. The grip controls the face position of the club at impact, so the correct golf grip will help you make more solid contact with the ball and hit it straighter and farther.
The starting place for a proper grip is with the pinkie, ring finger, and middle finger of your off hand(your left hand if you are a right handed player). Keeping your off hand relaxed and with the palm facing you, lay the grip of the club across the inside of those three fingers in the area where your first knuckles and palm meet. Close your off hand around the club. If you have secured your grip properly, you should feel every part on the underside of your three fingers making contact with the club’s grip.
Curl the fingers of your dominant hand over the grip like you did with your other hand. Wrap your pinkie finger into the space between the forefinger and middle finger of your off hand. Your dominant hand or bottom hand should be firm, but not tight. You should not be trying to "choke" the club. Keep your fore arms relaxed to assist you in maintaining the proper grip pressure on the club.
That's all there is to it. If this is a new grip style for you, it may seem awkward at first, but the more you practice with it, the more comfortable it will become and the greater your gains out on the practice range and course. Have fun!