Change the code like this...
protected void GridView1_SelectedIndexChanging(object sender, GridViewSelectEventArgs e)
{
int newIndex = e.NewSelectedIndex;//Row that the user is selecting(!e is a parameter)
object EventID = GridView1.DataKeys[newIndex].Value[0];
object stadiumID = GridView1.DataKeys[newIndex].Value[1];
string Game = GridView1.Rows[newIndex].Cells[0].Text;
string Location = GridView1.Rows[newIndex].Cells[1].Text;
string Stadium = GridView1.Rows[newIndex].Cells[2].Text;
string Date = GridView1.Rows[newIndex].Cells[3].Text;
string Hour = GridView1.Rows[newIndex].Cells[4].Text;
Session["data"]= string.Format("Event:{0}<br/>Location:{1}<br/>Stadium name:{2}<br/>Date:{3}", Game, Location, Stadium, Date);
Session["StadeID"] = stadiumID;
Session["EventID"] = EventID;
Response.Redirect("BuyTicketPage.aspx");
}