Try below code for your problem.
This will add date columns to datagridview.
DateTime dt = DateTime.Now;
var startDate = new DateTime(dt.Year, dt.Month, 1);
int days = DateTime.DaysInMonth(dt.Year, dt.Month);
for (int i = 0; i < days; i++)
{
dataGridView1.Columns.Add("clm_" + startDate.ToShortDateString(), startDate.ToString("yyyy/MM/dd"));
startDate= startDate.AddDays(1);
}