I’m trying to play destiny with my brother

Unfortunately, at the time of writing, what you are trying to do is not possible. While Destiny 2 does support cross-save, cross-play play is not supported. So for the time being, the best you can be apart of the same clan, but in order to add each other as friends and play together , you will need to be playing on the same console.

Bungie has confirmed that cross-play will be implemented in the future. The news article states cross-play will be available in Season 15 (Destiny 2 is currently is Season 13). However, due note this may be subject to change at Bungie's discretion.