Hi Linda,
If I am understanding you correctly, you don't know the name of your grandmother's father, obviously he existed for your grandmother to exist. You actually know your grandmother's grandfather's name? Was she brought up by her grandfather or something similar?
Personally I would hold off on adding the father until I had exhausted all research avenues to identify him more fully. You want sources in there, an unknown X isn't going to have a whole lot of sources.