* Incorrect subject-verb agreement: "You want" is correct, but "I should bring" is incorrect. The verb "should bring" should be "should bring" because the subject is "I".
* Unnecessary use of "load": "Load" is not the correct word here. It should be "a loaf" or "some loaves".
* Missing article: You need an article before "picnic" ("the" or "a").
* Question mark: The sentence is a question, but it should be rephrased to be grammatically correct.
Here is a grammatically correct version of the sentence:
"Do you want me to bring a loaf of bread to the picnic?"
Explanation of the corrections:
* "Do you want me..." is a correct way to phrase a question about someone's desires.
* "to bring" is the correct infinitive form of the verb "bring".
* "a loaf of bread" is the correct way to refer to a quantity of bread.
* "to the picnic" includes the necessary article "the" and clarifies the location.