File a grievance whenever your employer violates a provision of the contract. If you are not sure about what the contract says on the matter, talk it over with your steward. Some examples of typical grievance issues are wages, overtime pay, seniority rules, and disciplinary procedures.
Not every gripe is a grievance—there are problems you may face that are not covered in the contract (for instance, your boss may be rude). Grievances are specifically about contract violations, so you cannot file a grievance about a matter that's not in the contract. That doesn't mean you can't take action, of course; you, your steward, other workers in your shop and the union together can organize and pressure the employer.
On the other hand, if the problem you are having is covered in the contract, then you should definitely file a grievance.