The first thing you should do when you set up is ensure a correct grip. This is the only way to create consistency in your swing. If you skip making sure you have a correct grip, you might fix something that isn't broken.
The hands are the only point of contact that we have with the shaft. If we understand grip as well as practice gripping correctly, then we maximize our control over the clubface.
Here is an overview into the different sections of grip as well as what role each section serves in hitting more consistent shots.