To define patterns: Edit>Define Patter>Enter a name>OK
To place patterns: Edit>Fill>Contents-Use-Pattern>Click Pattern>OK
Always create a new layer before placing the pattern, that way you can set the layer opacity to 30% or so then place the pattern. It looks nicer.

Start by making a new document 10x10 with a transparent background. Name it Grid.

Zoom in all the way (1600%)

Take your pencil tool 1px with a black color (#000000) and make the pattern