Only if it's truly from God.
So tell me, how do you know if it is or not?
False prophets abound there are far more of them than true prophets, so being skeptical is not grieving the Holy Spirit, it's exercising discernment until one can verify that the prophecy is from God.
And considering the plethora of false prophets, taking anything at face value means you are far more likely to be wrong than right.
Besides, grieving the Holy Spirit is not just about being suspicious about someone's *Thus saith the Lord.... * proclamation.