Civil registration records have been introduced there only in 1874, thus you have to stick with data from church records. In addition, most of the records in the northern part of East Prussia have been destroyed or brought to the Soviet Union by the red army.
Therefore, you need to know your grandfathers religious confession (catholic/Lutheran?).
Many church records have been transferred to Western Germany after WWI. The evangelic/Lutheran church records are in the Evangelical Central Archive in Berlin (
http://www.ezab.de page in German/English). I do not know exactly where the catholic records are, but some are kept at the Bischöfliches Zentralarchiv in Regensburg, Bavaria. As far as I know, they don't have an English web site.
Another resource is the Geheimes Staatsarchiv Preussischer Kulturbesitz in Berlin, they hold most of the records of the state archive in Koenigsberg (
http://www.gsta.spk-berlin.de page in German/English).
Rossi