The first and only connection between your body and your bat. Your grip is what forms your swing, and gives you the ability (or inability) to transfer your power from body to bat to ball. Think of how much power is behind a Formula 1 car. Drivers depend on their tires to transfer that energy to the pavement, because this is the only contact point that produces forward motion. Similarly with your ball swing, there is a tremendous amount of torque and energy produced by your body, and your hands are what makes the difference between a solid hit, or a strike-out.
It only makes sense to build from the bottom up, so to develop yourself into a truly great hitter, you must start at your hands. A batter with a good grip holds their bat mostly in their fingers, not in the palm of their hands. To do this simply lay your bat across the lower part of your fingers and close your hands. Don't squeeze, your thumbs shouldn't be holding onto the bat at all. This produces a nice light grip on the bat allowing the muscles in your arms to remain loose. Gripping the bat tightly, squeezing it in your clenched fists tightens all the muscles in your body, especially your forearms. This is NOT a good thing for hitting a baseball and here is why:
Remember a baseball is an object thrown by a pitcher at a high rate of speed from a close distance, and you as a batter are expected to hit it (at least 3 out of 10 times). To do so requires quick reactions and a good bat speed. Having tense, tight muscles from grinding your bat handle to aluminium filings is going to slow your swing down because it slows your muscles down. Your body is already flexing your muscles to squeeze the bat, instead of being relaxed waiting to spring into action with your swing. Having a nice loose grip will keep you relaxed at the plate, focused on the task at hand and will give you an extra something on your swing when you hit the ball. Because a light grip not only keeps your body loose, it has function in your swing mechanics as well!
Gripping your bat in the palms of your hands crosses your wrists as you swing through the strike-zone. When you start your bat above your shoulder with a tight grip, as you swing down and through the zone, your wrists roll over at bat-ball contact limiting the power you can transfer to the baseball. A light fingers grip allows the bat to come down through the zone quickly and most importantly straight, and also allows you to snap your wrists when you strike the ball. You will be able to make better contact, create more power and be more successful at the plate.
The easiest way to make sure you have a loose grip is to line up the 2nd knuckles of your fingers on both hands. It might feel awkward at first, so don't be afraid to change it up a bit, just make sure to keep your fingers loose. Hold onto a bat like you would a hamster, firm enough not to let it get away, but light enough not to squish it!
The great thing about practicing your baseball grip is that you don't have to be anywhere near a ball park to do it! You can set and reset your grip over and over again while you are sitting on the couch watching TV. Remember to pay attention to the grips of other batters, and especially MLB pros. Watch how they reset their grip every time they step in the box, to remind themselves to keep loose, relaxed and ready.