Opening with 1. g4 is called the Grob Attack, and I believe black opening with 1. ...g5 is called the Bassman Defense (not 100% on that though). Against the Grob, you've got to be careful because there are a few sharp tactical lines where white sacrifices the g4 pawn and can win black's bishop if he isn't alert. The Bassman ( 1. ...g5) is very rarely seen as it is simply too weakening for black to play this way.
1.g4 ...
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When your opponent opens with 1.g4 , what do you think?
Two games where someone opens with 1.g4, one a victory, and one a loss (respectively).