First of all is the GRUB essential to have Ubuntu?
If yes, where can I learn it's commands? It makes me dead when it stops booting Linux and displays dangerous prompts.
And is there any good Graphical UI for grub?
is the GRUB essential to have Ubuntu?
GRUB is the boot loader (and Ubuntu loader) program which loads Ubuntu from the disk to the Memory to be run. So, yes, Such a program is essential to have Ubuntu and it is Grub by default. But there are other bootloader too, such as LILO (LInux LOader) and recent BURG.
Grub is only essential to boot Ubuntu, not for Ubuntu users to learn. But You might want to know some of the basics of Grub for odd situations.
To learn Grub, You can use the Grub manual here : manpage for the grub command 
I recommend you to read the GNU info pages, those are very extensive and helpful. To view it, write info grub in a terminal.
There is a graphical front-end for Grub, called Grub-customizer. It is on a PPA. To install it, execute these commands one by one in a terminal:
sudo add-apt-repository ppa:danielrichter2007/grub-customizer
sudo apt-get update
sudo apt-get install grub-customizer
You may be asking this question for knowledge about repairing grub. To simplify your task, there is a boot-repair program which is very handy.
To install it, Use these commands:
sudo add-apt-repository ppa:yannubuntu/boot-repair && sudo apt-get update
sudo apt-get install -y boot-repair
Also take a look at this page for a general introduction to boot repair: https://help.ubuntu.com/community/Boot-Repair
