Fair enough question, no need to be embarrassed 
I don’t know of any, only a Drupal exporter. Maybe one day. How “dynamic” and large is your site? If it’s simple and small, I’d say it would be a great learning exercise to go through making it step by step.
When I’ve converted static themes (which I guess are a bit like static sites from Jekyll), I’ve pasted whole pages into Grav Twig templates. They can just be HTML at first, then go through and identify the “dynamic” components. It should be simple to identify the dynamic components because you would have already done that in Jekyll. You need to figure out where the dynamic information will live and encode it in a structured way. Generally, dynamic content you use in templates will be in page frontmatter, page markdown, or configuration (theme/site etc).
Before you start working on templates, read a little in the docs about how pages are structured and how they select templates. Keep the Grav docs open and the Twig docs when you start editing those files.
By the end of this process, you’ll really know your Grav!