I wouldn't say that grain
is good so much as it can be good, in the right circumstances. Digital noise is always bad, but grain is sort of a spectrum.
For starters you have to actually be shooting film. You don't get to go digital and then artificially add character to the medium. It just won't work. And then if your grain just comes from the film not coping well with dark areas so it blots out the entire frame it's not going to look good. It's going to look as though there wasn't enough light.
In that respect it's possible that it's not something you go chasing, it's something that happens. Sure, you can pick a film stock and developer that's known for producing good grain but it's not a given. The more effort you put in to trying to get it the less good it's going to look. If it just clicks into place, it becomes just rough enough in smooth areas but barely there in areas with detail then you're lucky. Otherwise just work with what you have.
Saw
this recently on TP, seems to be a very good example of when grain goes well.