Python's recommended a lot but personally I'd avoid it, it's a nice language but there isn't much to use it for without starting using frameworks.
What I'd recommend is starting with web development (that's where I begun). HTML can be taught easily and provides quick gratification, you can easily teach enough to produce results in a few hours, alongside HTML I'd teach the basics of CSS. I can personally recommend W3Schools[1] (though I believe codeacademy[2] is good as well), this can easily be personalised to make it appeal to your brother.
When he's got a decent grasp on this, Javascript or PHP links in perfectly (it could even be an extension of the HTML lesson - a larger project) so would work well to move onwards.
Another thing that I wish I'd have known about when I was learning is the amount of support available. I've since been involved in a local CoderDojo[3], if there's one where you are, I'd highly recommend going along to one with him! Even without any coding experience, I'd recommend it.
If you have any questions, feel free to ask :)