Make sure you have set both these properties.
this.gridGroupingControl1.TableOptions.AllowSelection = GridSelectionFlags.None;
this.gridGroupingControl1.TableOptions.ListBoxSelectionMode = SelectionMode.One;
Then for your handler,
private void gridGroupingControl1_SelectedRecordsChanged(object sender, SelectedRecordsChangedEventArgs e)
{
if(e.Action == SelectedRecordsChangedType.Added)
Console.WriteLine(e.SelectedRecord.Record.ToString());
}