How to delete selected row from DataGridView and database in C#

Exploring DataGridView manually to fill and then access data (I mean picking up values from cells), as well as ignoring using for disposables, as well as using string concatenation instead of parametrized queries, is a direct way to hell.

I strongly recommend you to use data binding and parametrized queries.
Declare an entity type, whose instances will be displayed in DGV:

public class MyEntity
{
    public int Id { get; set; }
    public string Name { get; set; }
}

Configure DGV columns to be data-bound (for the sample, set DataPropertyName property to "Id" and "Name" respectively) and set DGV data source:

        // your application fills this collection using data from database
        var source = new List<MyEntity>
        {
            new MyEntity { Id = 1, Name = "Apple" },
            new MyEntity { Id = 2, Name = "Orange" },
            new MyEntity { Id = 3, Name = "Plum" },
            new MyEntity { Id = 4, Name = "Peach" },
        };

        dataGridView1.DataSource = new BindingList<MyEntity>(source);

When you want to delete item from DGV, use underlying data source instead of picking up data from the view:

    private void DeleteSelectedItem()
    {
        if (dataGridView1.SelectedRows.Count == 0)
        {
            return;
        }

        var itemToDelete = (MyEntity)dataGridView1.SelectedRows[0].DataBoundItem;

        using (var connection = new OleDbConnection("..."))
        {
            connection.Open();

            using (var command = new OleDbCommand("DELETE FROM tb1 WHERE ID = ?", connection))
            {
                // delete item from database
                command.Parameters.AddWithValue("@Id", itemToDelete.Id);
                command.ExecuteNonQuery();

                // delete item from datasource and update DGV
                var dataSource = (BindingList<MyEntity>)dataGridView1.DataSource;
                dataSource.Remove(itemToDelete);
            }
        }
    }

Try it in this way Follow the following steps
1. Delete your row from DataBase
2. Clear Datasource of Your DataGridview
3. Select data from Database and set it to DataGridview

"Index was out of range. Must be non-negative and less than the size of the collection. Parameter name: index"

It means that you are accessing a location or index which is not present in collection. When you click the delete button, verify whether any cell is selected.

if(dataGridView1.SelectedCells.Count > 0)
{ 
   i = dataGridView1.SelectedCells[0] 
   OleDbConnection con = new OleDbConnection(constr);  
   OleDbCommand delcmd = new OleDbCommand();
   if (dataGridView1.Rows.Count > 1 && i != dataGridView1.Rows.Count - 1)
   {
       delcmd.CommandText = "DELETE FROM tb1 WHERE ID=" + dataGridView1.SelectedRows[i].Cells[0].Value.ToString() + "";
       con.Open();
       delcmd.Connection = con;
       delcmd.ExecuteNonQuery();
       con.Close();
       dataGridView1.Rows.RemoveAt(dataGridView1.SelectedRows[i].Index);
       MessageBox.Show("Row Deleted");
   }
}
else 
{
  MessageBox.Show("Please select a row");
}

    private void btn_Click(object sender, EventArgs e)
    {
        foreach (DataGridViewRow item in this.dataGridView1.SelectedRows)
        {
            using (MySqlConnection con = new MySqlConnection(cs))
            {
                MySqlCommand cmd = con.CreateCommand();
                int id =Convert.ToInt32(dataGridView1.SelectedRows[0].Cells[0].Value);
                cmd.CommandText = "Delete from user where id='" + id+ "'";

                dataGridView1.Rows.RemoveAt(this.dataGridView1.SelectedRows[0].Index);
                con.Open();
                cmd.ExecuteNonQuery();

            }

        }
    }