I have a thing for my brothers ex
What kind of thing do you have, do you mean a sexual interest?
That is exactly what I mean. I'm going to have an affair with his ex
You should not mess with your brother's ex. It will create a lot of tensions between you and your brother. It will make things complicated.
You don't know me, so don't judge me. I'm going to do what I want.
You did ask me for the advice, so I gave you my opinion.   Starting a relationship is not worth the drama with family that it will cause in my opinion.