it would help to know the name of your great grandfather, his date of birth and death when searching for information.
you might find information in the oklahoma state archives or NARA fort worth branch, the federal repository of records. you could also look in journals specializing in native history. oklahoma newspapers might have some mention. see your local public library for this. your local public library can get many records through the interlibrary loan program.
state historical societies might also be helpful here. http://www.okhistory.org/
i know that a pension record might be helpful and looking for something like that might be a first start.