If you have an SEM or TEM image, then there will be a scale on the figure. Open the figure using ImageJ and then go to analyse menu and then set scale.
Once that is done, what ever measurements you make on the figure are the size measurements, you can measure particle size accurately.
Typically (unless in colour) your raw image will have a range of grey levels, but this kind of software essentially wants (eventually) what is called a binary image, i.e. where pixels are either black or white. Thresholding essentially is a process where you 'segment' the actual grey levels of the pixels in the image into either black or white, (you tend to do this manually using a slider bar, whilst observing a preview window showing the resulting binary image, some software suggests what it thinks is a reasonable slider bar position automatically). This is where the quality of the original image is key. i.e. the closer your original image is to say black lines (say the grain boundaries) on a 'flat' (virtually pure consistent) white background the better. The human eye tends to perform its own automatic localised background subtraction on such images, and images tend to be worse than what you think from a cursory visual inspection. So normally however you have to do a bit (or a lot) of pre-processing, i.e. prior to image segmentation). you might need to use a specialised background leveling/subtraction process. Once segmented (aka thresholded or binarised) the image might need pruning, dilatation erosion etc. I would recommend having a look at "The Image Processing and Analysis Cookbook" by John C Russ. His son used to run a website and do technical support for image analysis software that John wrote as a set of IA plugins for Photoshop.
To make real world measurements your image needs to be calibrated.
On your micrograph (or a reference one taken at the same magnification) you need a length scale (colloquially called a micron bar). In image J you use the straight line tool to retrace the length of the micron bar, then use the set scale function.
Here's a link (not that detailed) which sumarises the basic steps in using imageJ for grain size analysis.
Unless you pay for expensive custom software, you need to do some reading round and a bit of practice, before you will get the best results from actual micrographs.
ImageJ also has decent help files. If you are really interested in this topic ImageJ was actually developed from NIH-Image (USA) (Apple mac based software)and the available literature on that software and on image analysis in general was superb.