I am currently learning Java using the Deitel\'s book Java How to Program 8th edition (early objects version).
I am on the chapter on creating classes and methods.
It's all about packages. You are trying to use a class from the default package which does not need explicit import of the java file, ie GradeBook inside GradeBookTest
Here is where you can start with learning about packages :
Java Package Tutorial
and :
Creating and Using Packages