Above - Introduction to Grasshopper by ModeLab - provides a good introduction to parametric modelling concepts.
Grasshopper & Rhino
Grasshopper is a plugin for Rhino and included with Rhino 6. You will need to download Grasshopper for Rhino 5 from Grasshopper3d. You start the plugin with the Grasshopper command. Grasshopper can be thought of as a layer that sits on top of Rhino. To work with geometry in your Rhino model you typically 'Reference' these objects into 'Parameter' components in Grasshopper and then connect these components to other parameters in your parametric model (called a 'Definition').
Building Parametric Models
You build a parametric model by defining relationships between data (parameters) and functions (components) that modify data. In Grasshopper these relationships are represented visually with 'Wires' connecting the output parameters (right hand side of a component) with input parameters of other components 'downstream' (to the right) of the definition.
You must save your grasshopper definition as a separate file to your Rhino model. If you are referencing objects in your Rhino document into your grasshopper definition then it is good practice to keep your Rhino and Grasshopper files in the same folder with the same file names.
Geometry in grasshopper is displayed with a transparent material that you cannot 'select' in Rhino. To export geometry out of grasshopper and back into the Rhino document you 'Bake' your grasshopper geometry by selecting the component containing the geometry and using the Right Click menu.