I've heard about SI mostly from people here at PC; it's been quite a while since anyone IRL told me about theirs. I barely remember, but I think some of the questions on my mind were:

-- What made them feel like SI-ing? Was it ever anything I said or did?

-- If they didn't want to say what it was for them, what might it be for anyone else they knew? At the time, it turned out that I knew at least four people who were (or had been) cutting, they all knew each other, and I'm pretty sure most of them knew others besides.

-- Was there anything I could do to help?

I was thinking it might help if you let your brother know that you were seeing a counselor. That way, he might be less likely to feel it was up to him to rescue you or something. As you've already figured out, it probably wouldn't work so well to say, "Merry Christmas bro, I cut myself..." as you hand him his present. What about pulling him aside and asking if you can talk privately, maybe go for a walk or coffee or something? If I were him, I think I'd want to hear it in person rather than by letter -- but of course I'm not him, nor you either.

Good luck, paintingravens!