A question about prayer in school. Did I do the wrong thing in telling my Grand Daughter (4th Grade) that?

I understand your reasoning, but you really shouldn't undermine your daughter. You should encourage your granddaughter to think for herself, but not to keep secrets from her parents. If your 'secret' gets back to your daughter, she may not forgive you this time and she holds all the cards when it comes to you being able to spend time with your granddaughter.