My experience suggests that the first time a DataGridView is
displayed, either for the first time since it was created or when its
Visible property is changed from False to True, it will show the
current record as selected.

You need to arrange to call ClearSelection() after the grid has been
displayed.

I have had success with this code, which tracks the CurrentCellChanged
and VisibleChanged events and tries to determine when the selection
has been set due to the visibility changing:

   Private m_clearCurrentCell as Boolean = False
   Private m_lastVisible as Boolean = False

   Protected Overrides Sub OnCurrentCellChanged(ByVal e As
System.EventArgs)
       MyBase.OnCurrentCellChanged(e)

       ' If we have a CurrentCell, control is now visible, and
control was not
       ' visible the last time we got a VisibleChanged event, that
means that
       ' CurrentCell changed due to Visible changing from False to
True, so we
       ' set CurrentCell to Nothing.
       If CurrentCell IsNot Nothing AndAlso Visible AndAlso Not
m_lastVisible Then
           m_clearCurrentCell = True
       End If
   End Sub

   Protected Overrides Sub OnVisibleChanged(ByVal e As
System.EventArgs)
       MyBase.OnVisibleChanged(e)

       If Visible And m_clearCurrentCell Then
           ClearSelection()
       End If
       m_clearCurrentCell = False
       m_lastVisible = Visible
   End Sub