Welcome to the Thien Family Festivus!
Grievances are problems you have with people. Simple as that. During festivus, it is traditional to air the grievances you have with other people to really get into the holiday spirit. Generally, grievances are directed at people in your life, but they can really be anything that causes you grief.
Example: My hooligan brother keeps dragging all these blankets around all over the place and leaving them on the floor in his room.