Neuro-symbolic Reinforcement Learning (NeSy-RL) combines symbolic reasoning with gradient-based optimization to achieve interpretable and generalizable policies. Relational concepts, such as "left of" or "close by", serve as foundational building blocks that structure how agents perceive and act. However, conventional approaches require human experts to manually define these concepts, limiting adaptability since concept semantics vary across environments. We propose GRAIL (Grounding Relational Agents through Interactive Learning), a framework that autonomously grounds relational concepts through environmental interaction. GRAIL leverages large language models (LLMs) to provide generic concept representations as weak supervision, then refines them to capture environment-specific semantics. This approach addresses both sparse reward signals and concept misalignment prevalent in underdetermined environments. Experiments on the Atari games Kangaroo, Seaquest, and Skiing demonstrate that GRAIL matches or outperforms agents with manually crafted concepts in simplified settings, and reveals informative trade-offs between reward maximization and high-level goal completion in the full environment.