I think you want to return the list of grades from that function, so you could change return(get_grades) to return grades (no need for the parentheses). When you have return(get_grades) you're actually returning the address that the get_grades function is stored at in memory.
So with that change the code looks like:
def get_grades():
value = float(input('Enter grade:\n'))
grades = []
while value > 0:
grades.append(value)
value = float(input('Enter grade:\n'))
return grades
print(get_grades())
You can run it with the following inputs and see those printed out to the console:
Enter grade:
30
Enter grade:
40
Enter grade:
50
Enter grade:
0
[30.0, 40.0, 50.0]