Learn Spanish (Spain): Mi hermano se llama Pablo.

In Spanish, it is much more common to use the verb llamarse (to call oneself) to talk about names, rather than saying "his name is". So, Mi hermano se llama Pablo literally translates to "My brother calls himself Pablo".

What does the se do in se llama? Can I just leave it out?

You definitely need the se! The verb llamar by itself means "to call" (like calling someone on the phone). By adding the pronoun se, it changes to "to call oneself". If you said Mi hermano llama Pablo, it would mean your brother is calling a guy named Pablo.

Why is it Mi hermano instead of Mis hermano?

Words like "my" (mi) are called possessive adjectives, and in Spanish, they have to match the number of the thing being owned. Because you are talking about one single brother, you use the singular mi. If you had two brothers, you would add an "s" to both words: Mis hermanos.

I learned me llamo for "my name is". Why is it se llama here?

Me llamo means "I call myself", which is what you use when talking about yourself. Because this sentence is about a third person (your brother), both the pronoun and the verb ending have to change to the "he/she/it" form. That is why me changes to se, and llamo changes to llama.