Why on earth have you written this:
dataGridView1.Rows[n].Cells["dgDob"].Value = Convert.ToDateTime(row["Dob"].ToString()).ToString("dd/MM/yyyy");
Take a cell content.
Convert it to a string.
Convert that to a DateTime.
Convert that to a string
Put that in a DGV cell.
It's a lot easier - and more code friendly - to keep everything as DateTime objects and use the DGV formatting facilities:
dataGridView1. Columns["dgDob"].DefaultCellStyle.Format = "dd/MM/yyyy";
But the error you show we can't help you with directly - it's a data based problem and we have no access to your DB.
So, it's going to be up to you.
Fortunately, you have a tool available to you which will help you find out what is going on: the debugger. If you don't know how to use it then a quick Google for "Visual Studio debugger" should give you the info you need.
Put a breakpoint on the first line in the function, and run your code through the debugger. Then look at your code, and at your data and work out what should happen manually. Then single step each line checking that what you expected to happen is exactly what did. When it isn't, that's when you have a problem, and you can back-track (or run it again and look more closely) to find out why.
Sorry, but we can't do that for you - time for you to learn a new (and very, very useful) skill: debugging!
And if you are doing what you are because the database holds strings stored as dates ... change your DB so it uses DATE, DATETIME, or DATETIME2 instead! That'll be a paint (because I suspect you've already got corrupt dates in there) but it's a lot easier in the long run.
And ... You do realise that you could just use the SELECT to return all the columns you want in the right order and content then just use it as the DataSource instead of a manual loop to load the data? Again, much easier and more maintainable.