In that example, the relevant code is here:
Code:
final Grid<Post> grid = new Grid<Post>(store, cm);
grid.setStateId("pagingGridExample");
grid.setStateful(true);
Look in your cookies for that domain for a cookie called pagingGridExample - the data is stored in that. Close the page, clear the cookie, and re-open it to reset.
If you are trying to implement this yourself, start with those setters in the example - if you need to reset it, one option would be to invoke setters on the toolbar, as that is what is used to drive the state that is persisted in cookies.