The Grand Underground is a new feature in Pokémon Brilliant Diamond and Shining Pearl where you can roam around in huge underground networks to find fossils, statues, rare items and Pokémon that cannot be found anywhere else. You can even find Pokémon that are not native to Sinnoh in the Grand Underground!
But before you can go spelunking in The Grand Underground, you need to unlock it. Here's how:
To unlock The Grand Underground in Pokémon Brilliant Diamond and Shining Pearl you need to go to Eterna City. Talk to the old man in the house to the right of the Pokémon Center and he will gift you with an Explorer Kit. Use this Explorer Kit anywhere outside to teleport down to the Grand Underground!
Once you have unlocked the Explorer Kit, you can freely use this as many times as you want without having to worry about it again. It's unlimited use and yours to keep forever.
You should try to enter Grand Underground from other places than just Eterna City as well, since this will put you in different locations underground.
How to exit the Grand Underground
In order to exit the Grand Underground, simply press the Y button and choose the "Return to surface" option. You can exit the Grand Underground from anywhere, but you will be returned to the exact same spot you entered from.