What happens with the power grid if nobody uses electricity?
Curiously, a blackout would occur. All generating stations, suddenly bereft of demand, will spin faster, voltage will rise, so their protections will trip, shutting them off-line. This happened to some of the stations during the 2003 North American blackout when the grid separations occurred.
The funny thing is that it would take quite a while to get the grid back on, even though there is no demand, simply because the whole of the grid is off (this is called a black start).
Realistically, however, it would be hard to turn off everything. Hospitals, sewage treatment plants, ventilation in tunnels? You don't really want to shut down these, ever.
EDIT:

but what about how many power consume power grid by itself?

Unfortunately, even if we kind of made people turn off everything, we won't find out with this method.
Since a blackout would quickly ensue, whatever resources the grid used previously will quickly dwindle down. A lot of plants will run on backup power (e.g. nuclear reactors need cooling after SCRAM), but the backup power would be provided locally, so the concept of a grid does not really apply. Also, the power usage for cooling, circulation, etc. would be reduced - backup power is used for essential systems only.
A grid running at full power has some losses, e.g. resistive losses in the conductors, however this is not consumed by the grid, it is just losses (and they vary with load and temperature).