I am not sure exactly when you want to catch adding a new reocird, but you can use the CurrentRecordContextChange and test the e.Action value to catch this action at different points.
private void gridGroupingControl1_CurrentRecordContextChange(object sender, CurrentRecordContextChangeEventArgs e)
{
if(e.Action== CurrentRecordAction.BeginEditComplete && e.Record is AddNewRecord)
{
Console.WriteLine("starting to edit new record");
//starting to edit new record
}
}