so a single click on a cell gets you in edit mode.  Otherwise, things a more complicated.

The form1.cs gives this:

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Windows.Forms;
using System.Diagnostics;
using Xceed.Grid;

namespace TestNet40
{
    public partial class Form1 : Form
    {
        InsertionCell lastICell = null;
        DataCell lastDCell = null;

        public Form1()
        {
            Xceed.Grid.Licenser.LicenseKey = "GRD38-.......";
            InitializeComponent();
        }

        private void Form1_Load(object sender, EventArgs e)
        {
            gridControl1.SingleClickEdit = true;
        }

        private void cell_EditEntered(object sender, EventArgs e)
        {
            Xceed.Grid.InsertionCell iCell = null;
            if (sender is Xceed.Grid.InsertionCell)
            {
                iCell = (Xceed.Grid.InsertionCell)sender;
                if (iCell != null)
                {
                    gridControl1.CurrentCell.BackColor = Color.Yellow;
                    gridControl1.CurrentCell.ForeColor = Color.Blue;
                    lastICell=iCell;
                }
            }

            Xceed.Grid.DataCell dCell = null;
            if (sender is Xceed.Grid.DataCell)
            {
                dCell = (Xceed.Grid.DataCell)sender;
                if (dCell != null)
                {
                    gridControl1.CurrentCell.BackColor = Color.LightGray;
                    gridControl1.CurrentCell.ForeColor = Color.Black;
                    lastDCell = dCell;
                }
            }
           
            Debug.WriteLine("Edit entered");
        }