I am going to assume that you did not dual-boot on your own, since you don't know what GRUB is.
Basically, someone got access to your computer, and installed another OS on it.
GRUB wipes out Windows's own method of boot managing. This is not a problem.
The problem comes if you try to remove GRUB without putting a boot manager back. Your computer would not boot up if you do so.
So you basically have two choices at your disposal.
You could just leave things as is. But you might want to figure out how GRUB got there.
Or you could follow Rackmountsales (#7
)'s advice and replace GRUB with Windows's boot manager.