
In the show there was a scene where it looked like that "younger brother" was going to be the Hound (who is The Mountain's younger brother), but it didn't happen. It isn't explicitly said that it's Cersei's brother.

It could be either Jamie or Tyrion (both younger brothers to Cersei, in Jamie's case just for a few minutes), or it could refer to someone else not related to Cersei. The identity of who's that younger brother is still a mystery. In the books there's a prophecy that says that "the younger brother" will kill Cersei.
