I'm sorry for your loss. You are right in that the first holidays are difficult. But oftentimes the idea of spending that day w/o your loved one is more difficult than the actual day.
Change the routine of the day if you feel the need to do this. If it brings you pain to fix your brothers favorite pie, then dont do it. It if brings you comfort, then by all means bake that pie.
If the idea of spending the entire day celebrating Thanksgiving with the whole big family is too much for you, then allow yourself to leave early. Tell your family that you will be coming after dinner or will be leaving shortly after dinner. And then if you feel like staying longer, you can do so, but at least you have an "out" to leave early if celebrating is too painful or exhausting for you.
Light a candle or set a place at the table for your brother, if this will help you feel like you are not fogetting him. If it brings more pain then of course dont do it.
I guess the bottem line is, do what will bring healing and peace to you on that day.
YOU have to think of YOU now, and whatever will make it easier for YOU.