"command not found" when running a shell script. What did I break?

Absolutely nothing. Only executables in one of the directories in $PATH can be run directly, and . is (usually) never in $PATH. Specify the path to the executable, i.e. ./grr.sh.

Is the location of grr.sh in the $PATH variable? If not, you'll need to enter:

./grr.sh

if you are in the same folder as grr.sh. If not, then provide the full path to it.

the permissions for the file are wrong. Try the following commands:

  $ chmod 777 file.sh
  $ ./file.sh