+1 completely agree with everyone’s viewpoint here. Authentication and Reputation are always the top problems. I m just summarising everything with my past experience with deliverability.
Top 3 reasons why your Sendgrid emails might be going to spam 
:
- The low email reputation of the Sending IP address: Whether you’re on a dedicated IP address plan or sending emails via the default shared IP address network, low reputation problem can come with both. To debug this problem further, you need to download your email and get the sending IP address from the email header. Once, you got the IP address, pass it through the GradeMyEmail Blocklist Checker to get the list of places where the IP is listed.
- Standard Email authentication failure: Misconfiguration with any of the standard email authentication frameworks like SPF, DKIM and DMARC, can result in your emails been classified as spam. Multiple SPF, too many DNS lookups, newline character in DKIM, DMARC alignment issue are few of the most common reasons for the failure of email authentication frameworks.
- The Low email reputation of the Sending Domain: Most of the email ISP’s analyses your past email sending and engagement pattern to calculate the reputation of your sending domain. It’s a common myth among marketers and developers that using a new sending domain might help them to get a better reputation and inboxing. However, the fact is each new domain carries a neutral to negative reputation because of no sending history. On the flip side, if you’re using your existing business domain to send emails, then you should first consider checking the blocklist status of your domain with popular tools like GradeMyEmail, MultiRBL or MXToolBox.
- The Low Reputation of click-tracking domains: Similar to IP and domain reputation, the reputation of domains used in links/URL within your email is another factor which can get your emails to land in spam. Example; you might have used http://yourdomain.com/contactus.html within your email, but if you’re using the default click tracking feature of Sendgrid, then Sendgrid will mask these links to something like this: http://ct.sndgrid.net/wf/click?upn=sdfsdfsfsd. You can open any email received from Sendgrid in your spam, and look for the link URLs and check the reputation of those on GradeMyEmail or MultiRBL. Like in the above example, you should be checking the reputation of ct.sndgrid.net and yourdomain.com.
- Non-HTTPS links within your emails: While there is no specific restriction in the core SMTP protocol on the use of HTTP or HTTPS, but in recent past ISPs has started giving preference to secure HTTPS links within the emails. In the case of URL redirection, please make sure the landing and the source URLs are on HTTPS. Redirecting from an HTTP to HTTPS URL may get your emails flagged as suspicious/spam- especially in Gmail.
You can send a test email from your Sendgrid account to GradeMyEmail Email Tester to get a detailed analysis of the potential problems which is causing your Sendgrid emails to go in spam.
Apart from the above reasons, the content of the email can also trigger spam, but that should be worrying once the above checks are pass.