When clicking on the column head you can sort in this column. If you click again you make the sorting descending instead of ascending. Most of you know this. There are some sorting nuances I think you may find interesting.
Sorting is persistent. If you have a current sort and leave the page and come back to it later, it will be stored and the sort you used last time is still there.
When clicking on the gridsettings, you can find the Sorting menu. This will give you more than just a view of your current sort. It gives you the option to make nested sorts. So you can sort on age first and within that on name. Without the sorting menu open, clicking on a second column will override the first sort.
We call this advanced sorting. Historically advanced sorting was the default, but because this can create slow queries for showing the data, in framework 3.6 easy sorting was introduced and changed to the default behaviour.
You will find that in reloading the page an id sort will always be added in the sorting manager. And when there are more than 10000 results all sorting will be turned off until there are less results. This is to prevent what happend historically where the data would take too long to load because of number and sorting.
Not many people now know about advanced sorting. If you need to sort on 2 or more criteria, know that it is still available, and your sort will be stored until you click a column in easy sorting mode again.