Others have given you a lot of info here on what it is your brother is referring to.
But what this is reflecting in your brother is that he has fallen into a pipeline of watching these videos or hanging out with people that watch these videos and had some insecurities that he's dealing with that is making these ideas seem like the answer. It would be a great idea to be supportive of him in whatever other hobbies/activities he has outside of watching those videos and spending time with him. Talk with him about anything other than the content of those videos so that those thoughts aren't even entering his mind. Introduce him to your friends that are also supportive in something other than those videos (you don't mention your ages, so it's unclear if you know the same people). Having supportive people around his activities and hobbies will help him lose some of those insecurities that made him gravitate to those videos.
If that fails, what I've seen others say works is if says he's an alpha male say back "I'm not into that furry stuff, but that's really cool your so open with your sexuality like that, and accepting of others' sexualities like recognizing the beta males"