GRUB is the bootloader and it is the first thing that comes up when you
boot Linux. It takes the form of a menu with all of the OSes that are
installed as menu choices. It can be text only or graphical depending on
the distribution. You can edit GRUB (which stands for GRand Unified
Bootloader) either temporarily or permanently.
GRUB is installed with Linux. You need a bootloader. There are other
choices, but GRUB is the most common.