Hi.
Try this website - it is a guide to clubs in Birmingham, and tells you what sort of music they play, etc.
http://www.uk-clubbing-directory.co.uk/pages/d o_city_listing.asp?cityname=Birmingham
With regards to who to go with I think probably your brother is the best person for a start until you get to know other people your own age, especially as you say your brother is an ex-clubber.
What you wear depends on which club you go to, I suggest you find out the dress code beforehand as some clubs do not allow jeans or t-shirts. Generally when we have been to a club with a smart dress code lads usually wear a smart, trendy shirt and trousers.
The dancing thing is not really an easy one to advise on, I think you should avoid it the first couple of times you go to a club and just watch how others dance, to be honest though I don't think it really matters what you dance like just as long as you're having fun.
Birmingham is a fab place to go out at night, especially on Broad Street as thats where alot of bars, restaurants are. Also off Broad Street is Brindley Place which is next to the canal and this has some great bars, clubs, etc.
Good luck and let us know how you get on.