For dungeon theme ideas you could look at the Rise of the Runelords campaign.
RotR spoilers.
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I second Turelus's recommendation of RotR. And constraining your own design space is a good idea, especially your first time out of the gate.
Solo games are a unique challenge to balance. The standard Challenge Rating system assumes at least four players, so it won't help you too much. As a rule of thumb, I'd suggest that anything with a CR more than your brother's level +1 is a seriously mortal threat. I'd shoot for CRs two below his level as standard encounters. So at first level, CR 1/2 or 1/3.
The thing is, not only does a solo character have fewer actions per round than a team, but also a vastly narrower toolbox/bag of tricks.
Never be afraid to adjust a planned encounter on the fly, should you discover that you miscalculated its difficulty. Balance is a tricky thing; don't punish your players for design errors!
Good luck!
Godsmouth Heresy. Lv1 adventure that has a bit of sin themed stuff
Cambion Demons are by default aligned towards a sin and get different powers based on which one
Thassalonian Magic is based on the different types of sin
Does he have any like surface base/camp he will be returning to heal and rest? Does he have the ability to buy/sell what he finds? Going to need both especially for a solo. Also make sure he has a good build because he doesn't have a party to act as a buffer
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I'd suggest softballing the first few encounters to get you both into the feel of things, and so you can adjust the difficulty upwards if need be.
As already noted, one key issue with a solo campaign is going to be "action economy", namely the fact that facing multiple enemies means they get many more turns than the PC. I'd therefore suggest limiting the number of enemies early on, and ensuring they aren't too strong.
I'd also sugest avoiding any particularly hard-hitting enemies at very early levels (for example, a single barbarian with a greataxe could easily kill a 1st or 2nd level PC with a single critical hit).
The other issue for a solo campaign is going to be negative effects from spells or other sources. A single PC in a group of four getting nauseated is an inconvenience. The same thing happening to a solo PC is probably going to be lethal. Same for things like sleep, paralysis, etc etc
So bear that in mind with enemy choices, and think about whether any of their abilities could be game-ending.
Hope that advice helps, and best of luck!
He is playing CN? I would recommend then that you make the game undead friendly. When he hits lvl 4 he can start creating zombies and skeletons one at a time. Evil, yes. However having only 1 player is risky business. This would offer non NPC support that does not require in combat actions to supply. It could save his life. Also seriously don't start at lvl 1, lvl 3 minimum, with 25 point buy minimum in all seriousness.
Remember an oracle at level one has probably 10ish hit points, and that's the whole party. One unlucky round and the campaign is over.
As a counterpoint to Hogeyhead's suggestion, I would note that as a new GM, it's much easier to start at a lower level. (Level 3 might be fine, as Hogeyhead suggested, but I worry level 10 might be a mistake.)
Once you get up to higher levels, the monster abilities tend to be more complicated (and there are more of them), and the PC also has a lot more to manage, especially as a full caster.
If both you and your brother are newbies, I'd recommend you start at 1st level to make things easier on yourselves. You can also to choose to play without tracking experience points (as many do nowadays), and just decide when he should level-up yourself.
That way you can control the pace of advancement to suit your comfort level and the needs of your campaign, without having to start off so high.
my advice, is if it's a solo campaign, give him max hp, then double it. It'll take some of the threat of death by simple random chance, and make him a bit tougher, more able to deal with threats.
just my 2 copper
Also, don't forget that encounters don't have to be monsters. You can build environmental hazards, traps, and crafty NPCs. Since the only PC is a magic user, maybe downplay the physical confrontations, and promote skill checks and incorporate the character's magical abilities into your design.
Another note is that, this is as much about you as GM as it is about the player/character. Since this is your first time out, don't forget to allow yourself to explore the game by incorporating things you might be curious about. Try working things into your design you'd like to see in games, and see how it goes.
The PFS scenario Portal of the Sacred Rune is a small dungeon levelled with thematic ties to the seven sins. You should give it a look. It could easily be combined with something like the module Seven Swords if Sin for a longer campaign.