What grade is he in?

AnonymousHe is in the first grade.

or

He is in first grade.

Either is fine, and they have the same meaning.

Anonymous[ W ]hat happened at the school?

or

What happened at school?

Either is fine, but they suggest different situations.

What happened at the school? s

If you are talking to someone about your child, say: "He is in first grade."

If you are asking your child about what he did today, ask: "What happened at school?"
If you are asking someone about a news story where there is a school, house, and hospital, you ask: " What happened at the school?"

I read somewhere that "the" article should be used with ordinals.

I am the first child in the family.

He is the second worst student.

so why isn't "the" used before "first grade"?

Anonymousso why isn't "the" used before "first grade"?

Think of it as an idiom. It's "just because".

CJ