Pinot Grigio typically (and infamously) tastes like lollipops or non. There is the odd nice one, but it's really rare, and it's a reflection of the sad fact that most people who drink alcoholic drinks either want them to taste like sugary childrens' drinks, or they don't want to taste them at all. The exception is beer, where it's almost exclusively about not tasting it at all. See: almost all mainstream beers. A really nice wine-shop owner near me tells me that his biggest selling wine (a Pinot Grigio as it happens) is also one of his worst. He says it's not a terrible wine, just quite non and boring. But people like it for that reason.
Next time have a dry white like Chenin Blanc or Chardonnay. The latter can be a bit bland, but at least it won't taste like there are six spoons of sugar in it. Avoid the Pinot Grigio. Same goes for Sauvignon Blanc, unless you get a recommendation in a nice wine shop. Recommendations are a great way to go, actually, especially if you ask the right way. If a shop-owner doesn't know you and you don't know much about wine, they may well try and sell you wine that they think you'll like, as per the above paragraph. So tell them that you've tried Chardonnay or Sauvignon Blanc (or whatever) in bars or restaurants, but haven't enjoyed it, and want to taste a good example of that kind of wine. You'll get a proper recommendation then.
It doesn't have to be expensive, it's just that getting a recommendation is a lot easier than starting from scratch and working out what grape varieties you like. I rarely drink anything that costs more than 10 euro (bearing in mind that 5 euro is the absolute cheapest filth you can get), but I know which supermarkets sell wine that is good value for money (as opposed to overpriced crap), and the kind of grapes I like. I also know which stores sell the kind of grape varieties and blends I like. Chenin Blanc is actually tough to find, but it's probably my favourite white. There are also some grapes that just don't do it for me. I've probably only tasted maybe one Merlot that I really liked. It's nice in some blends, but mostly I find it boring. I'm not a Nero D'Avola fan either.
Not to blather on, but basically don't write-off wine based on one bad example. Who knows, you may even discover a nice Pinot Grigio some day, though that's the kind of discovery that gets you a Nobel.
