Choose target creature card in a graveyard that was put there from the battlefield this turn. Put that card onto the battlefield under your control.
Creature spells that are countered never entered the battlefield, so those cards can’t be chosen as the target of Grim Return.
You can choose a creature card in any player’s graveyard as long as that card was put there from the battlefield during the turn. A creature card that was put into a graveyard from anywhere else, such as a card that was discarded, can’t be chosen as the target.