Look at your code; specifically, look at the line where the error occurs.
I think it's this one:
cmd.Parameters.AddWithValue("@pokemon_name", SqlDbType.NVarChar).Value = dataGridView1.SelectedRows;
You are trying to pass an entire collection of DataGridViewRow items to SQL as a name (I.e. a text string)!
You will need a loop of some form, and to select the correct column in the table, then get the value from that column as well instead of sending a whole row!
I'd also recommend that you use an ID column instead of a Name to select your delete candidates: if your pack of cards can contain duplicates (and I have no idea or wish to know if that is the case with Pokemon) then just saying "delete this name" like that will remove all matching rows, not just a single selection.