Which kinds of grain can I use?

You can use almost any grain as long it's in its whole form. Rolled grains are not suitable.

The most widely used grain in preparing of spawn is rye (= rye berries), but also wheat, millet ( with hull, NOT hulled millet), millet based birdseed ( finch seed), sorghum, popcorn, whole oats...

You should use organicaly grown grain if available, but animal feed quality grain will also work OK.