Oh dang...
Well, I'd say, if you do so, make sure to also prove that you have a decent support structure in us, and reassure him that you're okay. And, honestly, if he's nice to you, I'd lean on him for support, if I were you. And maybe wait to tell him that you know he's a furry for a while. Maybe a year or two.
And if he tells you he's a furry too, I'd say definitely support him too. Then again, myself being a furry and a depressed older brother who's a just a hop, skip, and jump from being an adult, I get how supportive little brothers might get annoying, too. Patronization from younger siblings will either come off as caring or be annoying as hell. There's no in between. XD So maybe just tell him you support him in it and leave it at that, help him when he asks, and maybe direct him to this stream if he wants.
All of this, of course, if he tells you, or if you tell him you know in a few years or something.