Do I need to marinade or brine well before I grill to get toughness out?
Or just season it and slap it on pit?

Assuming you're talking about cotton tails. Growing up I just seasoned and threw on the pit, or grill, or roasted on a stick over a camp fire. I always liked it, but pretty dry. Later in life I started marinating then brining them. Brining is good, but I prefer marinating them. My marinade is always a little different, but I got to where I really like a citrus marinade on them. Orange juice is my favorite, add a little Worchestershire and Cholula hot sauce. Marinate at least over night, then remove and dust with seasoning of your choice, and grill. I like to lightly glaze them with strawberry preserves right before they are done. Give THAT a shot.

Definitely brine it. I double cook rabbit. It works for squirrel too. I chicken fry the quarters and then stew them with root vegetables - onion, potatoes, carrots. Usually use water with one of those onion soup packets. Stew for about an hour and a half adding the veggies in the second half. tasty.

He's asking about grilled rabbit.

If you are grilling an older rabbit, parboil the rabbit in salted water until it is not quite fork tender first. You made need 45 minutes to an hour if it's a tough rabbit. Then apply whatever seasoning or sauce you like and then grill. A young rabbit might be ok right on the grill without parboiling.
Don't throw out the water when your done. It is a great stock for soup or gumbo.

Another super simple one that has always worked pretty good for me on squirrel/rabbit is to marinade overnight in Kraft zesty italian dressing. Season the way you like it before grilling.

Never did this for rabbit but I have on a tough old buck. Cut the meat into cubes, marinated it in Italian dressing for 24 hours, and cooked it over coals as a kabob. It came out excellent! Very tasty and tender.

Another option is fresh, crushed pinapple. The acid and enzymes in the pinapple tenderize the meat. Put the meat and crushed pinnaple in a ziplock in the fridge overnight. Canned pinapple won't work though. The enzymes are cooked out in the canning process.

Temperature monitoring is your friend whenever you do any grilling.
When the internal temp reaches 160, its done. Any hotter and you'll dry it and make it tough. A digital temperature probe is your friend.