Are they all the same meaning?
It is a strange habit for me to read books.
It is a strange habit of me reading books.
It is a strange habit when I read books.

Are these three sentences the same meaning? or is there anything wrong
as a grammar?

Question

Are they all the same meaning?
It is a strange habit for me to read books.
It is a strange habit of me reading books.
It is a strange habit when I read books.

Are these three sentences the same meaning? or is there anything wrong
as a grammar?

Answer

1 and 2 are similar in meaning. Both refer to the habit of reading books.

3 is different. It is referring to something that happens only when you read books. For example, you might start singing loudly while reading.

Sentence 2 should be "It is a strange habit of mine reading books"

Answer

Due to making the sentence in a different grammar style (using reading instead of read), your 2nd sentence should be: 
Reading books is a strange habit for me.

The meaning of the sentences are the same.

3rd sentence is not possible to say, say either of the first 2 sentences instead. If you want to indicate that you've "a strange habit" when you're reading books, say:
When reading books, a strange habit of mine is ....

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