A number of things can influence how siblings respond to their brother or sister coming out as gay. This includes age, relationship with the sibling, maturity level, parental influence, religious views, and more. Regardless of these factors, the most important thing to remember is that your sibling needs to know that you are here for them and will support them. If you are able to communicate this, it can make the process that much more manageable for your sibling.
If you are unsure about how to approach the subject, start by simply asking your sibling how they are doing. If they are comfortable with this, you can ask if they would like to talk more about it. If you are able to find a time that works for them, try having a one-on-one conversation without anyone else around. If they feel safe with you, they can open up to you about the struggles they are facing and their feelings towards their family.
Be careful not to add any of your own prejudgments or opinions into the conversation. This can cause the sibling to become confused and may even frighten them. Also, be careful not to imply that you think they are “less” because they are gay. This can be very hurtful to a person who is already struggling with self-acceptance. Keep in mind, the most important thing is that your sibling is a good, caring, and loving person regardless of their sexuality.