Without using the menus, you can do the following :
On Windows :
- Hit Ctrl + ",". It creates a new cell with a 2 boxes grid inside.
- Hit Ctrl + "," as many times as you want to add columns
- Hit Ctrl + Enter to creates new rows
- Filling : "a" Tab "b" Tab etc...
- Then evaluate the cell normally (Shift + Enter)
- You can give a name to your data by typing "myData=" just before the grid.
Moreover, it is often usefull to create programmatically a pre-filled grid:
// ToBoxes // (# /. TagBox[x_, ___] :> x &) // RawBoxes is necessary if you want that the evaluation of the grid gives a List of List (I mean the grid generated by the code
//ToBoxes...RawBoxes , ie the last grid).