This is a very hard subject to give advice...all situations are different.
You ultimately know best, use your instincts to best deal with the subject.
A parent can help!
Ask a respected family member to be with you to help to reinforce a serious conversation in this matter!!!
You need to give him the older sister talk.
Your changing and he needs to understand that you are starting to transition from a child, like he is, into a young woman.
Young women, like yourself, need to do things a child doesn't do.
You will always be a sister to him, just you are not that child anymore.
Explain, it is not proper for him to treat you like a child anymore, you are now a young women, and young women need to have your own space and do things that cannot be shared with a child. Letting him know, he will not be a child for long but a young man soon.
Be respectful to him and start treating him like a young man, and he may get the message. Treat those like you would like to be treated.
It may sound silly, or like a lost cause but "work it"...be patient.
If he is doing something you do not like, sit him down with a serious attitude and state your feeling in the matter.
You are the older person here, take charge of the situation...
I hope I didn't scare you, I know it isn't easy getting older and you can't do some things you use to like to do....becoming woman is one of those things we all have struggled with.
Training your brother while giving him respect will help him understand and in the future, will pay dividends as he will support your opinions and seek your advice when he gets older.