A grimoire is nothing more than another name for a Book of Shadows. Typically, people see it as "dark and spooky", but that's not the case at all. It's just a name.
If an "advanced" member of the occult asked you to get one, I would hope they mean a blank book for you to work on and add your own information to. If they are requesting that you get one filled with someone else's spells and such, I'd rethink the relationship you have with them.
Any decent magick practitioner would advise you to get a blank book and put your own work and experiences in it. That's pretty much the entire purpose of it.