Learn Icelandic: Þeir vilja klára snemma. - They want to finish early.

Because English says "want to finish", learners often try to put að here. However, vilja (to want) is a special modal verb in Icelandic that connects directly to the infinitive without using að. So it's always vilja klára, never vilja að klára. (Note: The other verb in this lesson, þurfa meaning "to need", does require að).

Why does the sentence use þeir for "they"? Can I use þau?

In Icelandic, there are three words for "they". Þeir is masculine, so we know this is specifically a group of males. If the group was all females, the sentence would start with Þær. You would use Þau if the group was mixed-gender, or if you didn't know who was in it.

Is vilja the infinitive form here?

It looks exactly like the infinitive (the dictionary form), but it's actually the conjugated verb for "they". For all plural "they" pronouns (þeir, þær, and þau), the correct form is vilja. For comparison, if it were "I want", it would change to ég vil.

The word klára looks like the English word "clear". Does it mean "to clear"?