The second row data do not enter into database in C#

Um.
Look at your code:

for (int j = 0; j < dataGridView2.Rows.Count; j++)
    {
    string query = "insert into Rough(itemName)values('" + dataGridView2.Rows[j].Cells[0].Value + "')";
...
    dataGridView2.Rows.Clear();

So once you've been round the loop once, you have removed all the other rows from it ... Move the clear to after the loop, and it;ll work better.

But ... there are a load of other things wrong here.
1) Don't hard-code connection strings - they need to be in a config file or similar, or you have to recompile your app for each new installation.
2) Connection, Command, and similar objects are scarce resources - you should Dispose of them when you are finished. The simplest way is to us a using block:

using (SqlConnection con = new SqlConnection(strConnect))
    {
    con.Open();
    using (SqlCommand cmd = new SqlCommand("INSERT INTO myTable (myColumn1, myColumn2) VALUES (@C1, @C2)", con))
        {
        cmd.Parameters.AddWithValue("@C1", myValueForColumn1);
        cmd.Parameters.AddWithValue("@C2", myValueForColumn2);
        cmd.ExecuteNonQuery();
        }
    }

3) Never concatenate strings to build a SQL command. It leaves you wide open to accidental or deliberate SQL Injection attack which can destroy your entire database. Always use Parameterized queries instead.

When you concatenate strings, you cause problems because SQL receives commands like:

SELECT * FROM MyTable WHERE StreetAddress = 'Baker's Wood'

The quote the user added terminates the string as far as SQL is concerned and you get problems. But it could be worse. If I come along and type this instead: "x';DROP TABLE MyTable;--" Then SQL receives a very different command:

SELECT * FROM MyTable WHERE StreetAddress = 'x';DROP TABLE MyTable;--'

Which SQL sees as three separate commands:

SELECT * FROM MyTable WHERE StreetAddress = 'x';

A perfectly valid SELECT

DROP TABLE MyTable;

A perfectly valid "delete the table" command

--'

And everything else is a comment.
So it does: selects any matching rows, deletes the table from the DB, and ignores anything else.

So ALWAYS use parameterized queries! Or be prepared to restore your DB from backup frequently. You do take backups regularly, don't you?