The following piece of code will do the trick for you:
private void dataGridView1_CellClick(object sender, DataGridViewCellEventArgs e)
{
if (dataGridView1.Rows[e.RowIndex].Cells[e.ColumnIndex].Value != null)
{
MessageBox.Show(dataGridView1.Rows[e.RowIndex].Cells[e.ColumnIndex].Value.ToString());
}
}
Hope this will help you out.