Ich will Brüder Grimm lesen schließlich.
The word order is wrong. In all examples that I can imagine right now if there is a verb (here: "wollen" or "will") that requires an infinitive and there is no subordinate clause the infinitive is at the end of the sentence.
Another thing is that "Brüder Grimm" is typically used with an article ("die") and that you typically use the word "Gebrüder" (which is actually the old variant of "Brüder") when talking about these people.
So some correct sentence would be:
Ich will die Gebrüder Grimm schließlich lesen.
The word "schließlich" is used when you are saying that you do some thing after having done some other thing.
Note that there is a difference in the meaning of the following two sentences:
Ich will die Gebrüder Grimm schließlich lesen.
Ich will schließlich die Gebrüder Grimm lesen.
In the first sentence the word "schließlich" refers to the verb "lesen". So you say that you already did something else with the Grimm brothers (e.g. you saw their storys in movies) and now you want to read them.
In the second sentence the word either refers to the wohle sentence or to the Grimm brothers. It says that you either did some activities before or you read other authors and now you wish to read the Grimm brothers.
schließlich, letztendlich and endlich
schließlich:
You did something else before and want to say that you are doing something after having done the other things. Maybe you can translate it with "finally" but depending on the context also with "after that" or simply "then".
You might use three times "schließlich" in the following example (however this would be bad style):
I was shopping. After that I was cleaning. Then I went home. Finally I had lunch.
letztendlich:
This word is used for "in the end" when it is unclear what will happen for a long time:
Me and my friends had a lot of ideas what to do: Should we go to the theatre or to the cinema? In the end we went to the theatre.
The engineers had doubts if the machine would really work. But in the end it was really working!
endlich:
This word is used for "finally" when people wait for some (positive) event and now the event happens:
After watching all the annoying advertisements in the cinema the movie finally began.
After learning German for many years I finally want to read the Grimm brothers (right now).
tatsächlich:
I think this word is also translated "eventually": It can be translated with "really"; you are saying that something is a fact and not only fiction nor a lie.
You only say that you want to read the Grimm brothers but the truth is: You don't really want to.
This is not true. I really want to read them.
irgendwann (einmal):
This could best be translated with "sometime".
Today I have no time for reading books. But sometime I want to read the Grimm brothers.