I've never been certain as to why 3D printing leaves things grainy. It's taken a fair amount of work to bring Shapeway's CM module and LES tower to a smooth finish.
I'm assuming that grainy refers to the ridges; if not, that's probably why the rest of the post is weird.
3D printing (or the method typically used-more on that later) involves using an extruder to lay plastic (usually PLA or ABS) onto itself. The plastic bonds to the underlying layer (though not as well as it does within each layer, which is why 3D printed parts are weaker in the vertical axis unless further treated, such as with solvent or additional material.) The ridges come out of the process the same way there are gaps between the layers of the mountain you (or it could just be me...) make self serve ice cream machine. (ignoring the texture from the extruder)
Other methods of printing include using UV light to solidify material in a liquid vat (this method reportedly yields smooth surfaces because the layers are much thinner, however, I have not seen it in person to confirm) and using a laser to melt powder in layers (the powder is in a hole that has a lowering bottom, the laser zaps a pattern, tray lowers a bit, powder is spread into the extra space, repeat). Of course, many materials can be used with each process, and each process has pros and cons.
For finishing, people use primer (as mentioned earlier), epoxy, filling putty, sandpaper, acetone (the process here is to knock down the high parts of the ridges and use acetone to solidify the dust that's in the crevices to the rest of the part), and probably a bunch more methods if you check out the 3D printing threads. Oh, and if you don't know yet, (how does one suggest without making it seem like they think others are stupid?) a search method if you're searching for 3 letter or less words or are tired of Forum games: Word Association & such threads popping up for search results (since TRF does results by presence of key words ranked by time since most recent post) is (key words) site:rocketryforum.com in Google.
tl;dr (found out what it meant about a week ago - I'm not a normal "kid these days"
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Printing is bumpy because the plastic is put down in relatively thick layers.