select record in datagrid using enter key in keydown

This should point you in the right direction.

private void dataGridView1_KeyDown(object sender, KeyEventArgs e)
{
  if (e.KeyCode.Equals(Keys.Enter))
  {
    DataGridViewRow dgr = dataGridView1.CurrentRow;
    string column0 = dgr.Cells[0].Value.ToString();
  }
}

Also, don't forget that unless you don't do anything else, once the KeyDown event has finished, then the current row will move on one - my code snippet correctly captures the current row before the cursor moves.