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As mentioned, which is the correct one?
"I'm going to finally start" or
"I'm going to start finally"?
It's not only this particular sentence/phrase I'm worried about. I want to know, just like the question asked, which word should come before/after another word. Are there any grammar rules which dictate the correct way to place certain words/verbs before/after other words?
Your second example "I'm going to start finally" sounds odd, because "start" and "finally", near-opposites, are juxtaposed. (One almost always starts at the beginning, no matter how late one starts.)
I suggest
I'm finally going to start. (this way, "finally" modifies "going")
or
"Finally, I'm going to start. (this way, "finally" modifies the whole sentence; it's a sentence adverb.)
There are many types of adverbs. What you are talking here is a time adverb. Adverbs can take position in the initial, mid or end of the sentence.
I think both the formats are okay depending upon author's style. However, to me, it looks that to finally start is more appropriate as in...
Executives may therefore be emboldened to finally start pumping up capital spending - Forbes
[A side note: 'start' in such context mostly requires mentioning what are you starting: I'm going to finally start '[something]'].
