you just need to add the following code as the first template field of the GridView:
<asp:TemplateField>
<HeaderTemplate>
Serial No.
</HeaderTemplate>
<ItemTemplate>
<%# Container.DataItemIndex + 1 %>
</ItemTemplate>
</asp:TemplateField>
Complete code for the GridView becomes
<asp:GridView ID="GridView1" runat="server"
AutoGenerateColumns="False" CellPadding="4"
ForeColor="#333333" GridLines="None"
onpageindexchanging="GridView1_PageIndexChanging"
Width="180%" Font-Size="Medium" PageSize="19"
onrowdatabound="GridView1_RowDataBound">
<Columns>
<asp:TemplateField>
<HeaderTemplate>
Serial No.
</HeaderTemplate>
<ItemTemplate>
<%# Container.DataItemIndex + 1 %>
</ItemTemplate>
</asp:TemplateField>
<asp:BoundField DataField="TYPE" HeaderText="Type" />
<asp:BoundField DataField="CHANNEL" HeaderText="Chanel" />
<asp:BoundField DataField="CALLERID" HeaderText="Caller ID" />
<asp:BoundField DataField="RECEIVED_STATUS" HeaderText="CallStatus" />
<asp:BoundField DataField="REMARK" HeaderText="Remark" />
</Columns>
</asp:GridView>