1) Let the grill heat up to temperature
Although you can feel a good amount of heat coming off the burner right after you turn it on, it's not hot enough right away. Give it 1 or 2 minutes to reach a hot enough temperature. This is similar to other methods of cooking, like waiting for your oil to get hot enough before you add food to it so your food doesn't end up soggy. In this case your food can end up a little bit more dehydrated or overcooked.
2) Don't move food around on the grill until the grill "let's you"
What I mean by this is the grill will hold onto part of the food and it will tear off if you try to move something too early. When you put something onto the grill, it quickly creates a bit of a seal between the food item and the grill that gradually lets up as time goes on. Trying to lift up something too early breaks this seal and it has to start all over again when you put it back down. Instead, use a spatula or another utensil to check by lightly putting it under the food item and if you are stopped or would have to use more force to keep going, pull your utensil back out and wait. After enough time has passed you can easily lift up the item from the grill with no resistance.
3) Make sure you are using the correct temperature setting
Even if you follow the previous two steps right, if you are cooking at too high of a temperature, you can ruin your food. For thinner cuts of meat or thinner food in general, it can be easy to burn them, so you will have to use a lower temperature setting. On a high setting you would either have to lift the food too early to flip it and lose some of it to sticking to the grill, or overcook it by the time the grill would let you flip it and you end up with burnt food. On a lower heat setting it comes out perfect. On larger food items as well the heat needs to be turned down so the inside has time to cook without burning the outside.
4) If you are unsure about cooking time for anything, take it off earlier rather than later
You can always put it back on and cook longer, but you can't uncook anything. If you don't quite know how long that chicken breast or a thick cut of meat should go on, pull it off slightly earlier than you think and make a small cut and hold it open to check the inside. If it's underdone, it goes back on the grill; if it's overdone, you'll have to live with the mistake. Although this isn't the only way to check
5) Lightly press your cooking utensil on whatever you're cooking to help check how done it is
If you've seen people in movies, television, or cartoons press down and squeeze on whatever they're cooking on the grill DO NOT DO THAT, you will dry out your food and it will taste much worse. What you want to do is use the corner of your spatula to lightly press or lightly squeeze with tongs right in the center of the piece of meat you're cooking. If it feels really squishy, it's either underdone or quite rare if that's how you like it. If it's tough, but with a little bit of give, it's around medium. If it feels tough with no real give, you've cooked it well done. Although this method is more of an art than a science since it's done entirely by feel, but if you master it, it will save you from having to cut open or cut in half what you're cooking as often.