Your brother has given you some good advice. Try to walk 30 minutes per day wearing comfortable and supportive shoes. Beyond exercise, to lose weight one needs to cut some calories, that is, eat less overall. For starters, stop drinking all sugary beverages and stop eating all sugary foods.
Gaining muscle will help burn the fat, squats are great, lunges, I'm not sure what the name for it is, but I've found I get a great overall work out in the sideways plank and do leg lifts and alternate sides. Works your thighs, core, and glutes.
If you go the gym, always get aleast 20 mins cardio in, this is to et your heart rate raised and to get you to sweat (the warmer your body is the more calories it will burn). Also walking lunges with anywhere from 6-7kg Dumbbells up are great leg exercises. You can do body weight squats with a chair or bench underneath you so when you bend your knees and hips at the same time going down in the squat position, you sit on the chair/bench and back up this takes a little impact off your knees as your not going the full way down. I'd start off with some leg exercises with weight machines also e.g. Leg extension, leg curl, leg press these are great for toning your upper legs along with your calfs. Also, the hip abduction and hip adduction weight machines are brightly to lose weight on your upper legs. The most important thing to knows is that you cannot just lose weight in the one area I would suggest the best thing for you is to do 30 minute cardio to burn the calories during a workout and then 30/40 minute weight training to get your metabolism working faster. Weight training helps your body burn calories even after your workout. Don't forget you need to decrease your calories by eating also you won't be able to lose weight if your calorie intake is higher then your calorie outake.
Hope this was helpful :) good luck
Try cycling. It helps you melt your thighs really fast without hurting your knees. Just dont go very fast and peddle in a slow but steady rate.