Awww., that is so sad.
The previous answer is correct. It's not about documents. The Consular Officer who interviewed me only asked for my I-20. He asked me the same questions as you, but he didn't even ask for my bank statements or anything. Maybe he was having a good day, and maybe yours was having a bad day.
I've read somewhere that if the Officer actually looks at your documents, that's a sign that they're looking for a reason to reject you. So, your case doesn't make much sense to me. I guess you should have been forceful, but not too forceful and overly emphasized your grant.
My school has in-state tuition for all so I emphasized that a lot. Like when he asked you, have you ever been to the U.S., you could have said something like "no, but I really like this school and the ..... program. I intend coming back and the knowledge gained will be very beneficial to my country. I also got a grant and this will make studying in the U.S. easier cos I don't have to worry about finances." or something like. Always elaborate, you will look less shady.
Also, whenever possible, show that you researched all options. Talk about the schools you applied to, why they didn't make the cut and why you chose this particular school.
Also, if you've started emailing professors, bring proof. This will show how serious and motivated and excited you are about studying. You could always ask the person you communicate with if you can have the email address of any professor in your major that you could talk to.
Also, although you should look excited. You shouldn't look desperate. Don't look/sound like you have to get the visa at all costs.
I'm sure you know this - but don't dress shabby.
Smile, do not be in a hurry.
When you reapply, make a case against the reasons of your first denial. Don't be rude, just be honest.
What's your major? Research your major in your country. What are prospects? Tell him about opening a business or something like that.
Emphasize your grant. You don't only have to answer what he asks. Always give additional information.
Read this: Study in the USA, Step 5 (Visa interview) | So You Want To Be Homesick
Good luck, tell us how it goes.