سلام جناب فیروزی
من تمام مراحل شما رو اجرا کردم و این کد رو نوشتم:
PersepliosEntities de = new PersepliosEntities();

            dataGridView1.DataSource = de.Players.Select(p => p);

اما زمان لود کردن اطلاعات داخل grid این پیغام رو میده:
An unhandled exception of type 'System.NotSupportedException' occurred in EntityFramework.dll

Additional information: Data binding directly to a store query (DbSet, DbQuery, DbSqlQuery, DbRawSqlQuery) is not supported. Instead populate a DbSet with data, for example by calling Load on the DbSet, and then bind to local data. For WPF bind to DbSet.Local. For WinForms bind to DbSet.Local.ToBindingList().