The Whole Grains Council defines whole grains this way:
Whole Grains or foods made from them contain all the essential parts and naturally occurring nutrients of the entire grain seed. If the grain has been processed the food should give you about the same balance of nutrition that is found in the original grain.
The more processed the grains are, the more nutrients are lost.
When baking with whole grains, it is possible to bake with all whole grains, but most baked goods benefit from a mix of whole grain and all-purpose flours.
Many times, to get the best texture you will need to use both flours. If you do use all whole grain flour, you may want to let the baked food rest overnight to soften up the rougher texture of a whole grain such as whole wheat.
If you are wanting to add more whole grains to your recipes, try experimenting with 1/4 whole grains and increase until you find the taste and texture that you want.