Is there a database of all known star names/identifiers? I am looking for a list of all known identifiers used for stars. I'm not sure on the terminology. While I do want the "proper names", I also want whatever identifier is used for each star detected, even those without proper names. I am assuming there are far more of the latter.

If possible I would also like to have the coordinates and brightness (and any other interesting info) for each of these star. But just the list of identifiers would be great.

Does such data exist somewhere? Ideally I can just download a simple file (like a csv) and I can write my own software to process it without fiddling with some other software. However, it may be too large for that. 

I'm not sure what to expect... 1 million entries?
The closest service to what you are describing is the SIMBAD Astronomical Database from the Université de Strasbourg/CNRS. At the time I write this post, it contains 10.8M objects and 35.5M identifiers. It does not have a single CSV you can download with this information (to the best of my knowledge, and I've asked), but there is an API and TAP service available for programmatic access.