I know why this happens. My dojo/store/Memory has objects without the attribute "id", and I did not overwrite the idProperty it, thus the error. If I configure the idProperty to match a field of my object, the problem is solved.
Is this a bug? if it's not a bug it could at least raise a warning.
Admittedly, lack of correctly specified idProperty is a pretty common tripping point for people. It's hard to warn against since to an extent it requires mind-reading, and if there were a warning, it seems like it'd be more apt to be on the store end. You could try filing an enhancement request about this at http://bugs.dojotoolkit.org/ (since that's where dojo/store is implemented), but ultimately it'd be up to the committers.
We do have plans to have a dgrid tutorial related to using stores, and this is definitely something we will want to mention in it. With that in mind, given there's not really any other action that can be taken on dgrid's end, I'm closing this.