I was 30 when I found my biological parents but I'd say it's very hard to set expectations for such a surreal situation, and a situation that you rarely hear much about. I think at first I just wanted knowledge...tell me everything, anything....you just have to feel your way around to find the comfortability in a relationship.
Take it day by day...I don't know if your grandson is looking to be rescued - you don't know him well enough yet - right now you're just so excited to have him in your life - get used to each other before you do anything else and enjoy this special gift you've been given.