There are at least two approaches to create a grid: in the QGIS main window, creating a vector (line) layer or in the print composer. Normally, you should stick to the last solution. However, if for some reason you need it as a separate layer, I describe both approaches:
QGIS main map canvas
To add a grid in the QGIS main windon on the map canvas, go to Menu Vector > Research Tools > Create Grid. Use Line Grid Type, set Grid CRS to EPSG:4326
and define a Grid extent
consisting of integer numbers only - like -189,189,-134,128 [EPSG:4326]
. For Horizontal/Vertical spacing use an integer value like 1
as well for 1 degrees intervals.
Depending on the project CRS, you should densify the grid lines to get a correct grid.

Print composer
To add a grid in the print composer, on the map element's Item Properties, expand the section Grid
click the green plus to create a new grid and make the relevant settings:
