Do what thou wilt shall be the whole of the Law.
Goetia is not a grimoire. It is the section of the Lemegeton dealing with a type of spirit; but that's just a nitpick.
You won't find histoircal evidence it is "real," because in that sense it is not. It is based off a legend- namely the legend of Suleiman having bound the power of 72 evil spirits to build the Temple and other such things. It's an Arab myth, but also has some roots in Hebrew legends.
Theurgical spirits are spirits related to theurgy- specifically "Divine spirits." It's really just a descriptor- the alternative would be "Thaumatugrical spirits," or those that work miracles.
"The Goetia only discusses Demons. "
Correct. Other grimoires deal with other types, but Goetia is concerned with demons. Note, that many of them are corruptions of old pagan deities from the Middle East that were branded as demons when Christianity got popular. If you are looking for non-demonic evocation, try The Greater Key of Solomon, but Goetia is better for people who don't own mines or have servants.
". I also have a hard time with the concept that Demons are nothing more than fallen Angels."
Some are, some aren't. Depends on the myth. Jewish demons are simply a class of spirit. Demons as fallen angels got popular with Islamic thoughts where you have Ibliss and his Ifrit rebelling against God by not bowing to Adam, and Christianity eventually latched onto that myth for Lucifer.
"What are Jinns then?"
Fire spirits. Usually malignant.
"What about Naga's and Naginis? "
As I recall snake spirits. You could probably call them a type of demon, but I don't know.
"which is very similar to the Goetia, but contains various Demons that are not found in the Goetia."
The Goetia is not a complete encyclopedia. It is supposed to deal with only 72 spirits- many other texts will have more, some of the same, or what not.
"but I am conflicted between fiction and non fiction."
Regard everything as fiction when experience is lacking. Most books in this field are full of crap to lead to dead ends for the profane.
If you want the best version of the Lemegeton, here [Crowley's is actually very poorly done, because of what he had to work with and his age at the time] http://english.grimoar.cz/?Loc=book&Lng=2&Back=nam&UID=1979
Love is the law, love under Will.