I want to start my own clothing company, and i want to use the name ILLUMATI, WILL THERE BE A COPYRIGHT PROBLEM

What you really want to know is whether you'll have a trademark problem. To answer that you have to do a trademark search on the USPTO site, linked below. If someone else has registered "Illumati," or some other name that sounds or looks similar, in class 25 for clothing, or in some other related class where there could be "consumer confusion," (the overlap doesn't have to be exact for the Trademark Office to find "consumer confusion"), then you won't be able to register that name for your own company.

As for the designs of the clothing itself, that's not protectible, but the idea is for you to use your trademarked name in advertising and on your clothing's labels so you get consumers to associate your brand name with your clothing. You should consult a business/IP lawyer to help you structure and plan your business organization and operations, as well as its IP assets.

Disclaimer: Please note that this answer does not constitute legal advice, and should not be relied on, since each state has different laws, each situation is fact specific, and it is impossible to evaluate a legal problem without a comprehensive consultation and review of all the facts and documents at issue. This answer does not create an attorney-client relationship.