Grimsby is one of many English towns and villages which seem to have been named specifically to discourage tourism. See also Scunthorpe, Skegness, Little Snoring and Wyre Piddle. The name apparently comes from a Danish settler called Grim.
It can be found in Humberside (unless the county names have been changed yet again, in which case it can be found wherever Humberside used to be, possibly Lincolnshire), on the south side of the Humber estuary, near Cleethorpes. It's twenty-two miles south east of Hull, on the A18.
It's a fishing town, meaning that the main industry and pastime seem to be fishing, and the main places of interest are the Dock Tower and the Fish Docks. Lest I sound negative, the fish and chips are plentiful and excellent. Other industries include food processing, chemicals, engineering and plastics.
Although Grimsby has been around for a millennium, most of the town actually dates from the nineteenth century.
Its football club, Grimsby Town, is actually in Cleethorpes. Obviously couldn't compete with the fishing.