Actually, you can check this help article where you can get familiar with the main visual element of standard GridView. The elements you want to style are - GroupPanelItem and GridViewHeaderRow's IndentPresenter.
I suggest you to check - "Styling the Group Panel" help article, for reference.
In order to style the GridViewHeaderRow's IndentPresenter, you can check the last post of this forum thread.
the Telerik team