Roman naming conventions were very different from current Italian ones, and Caesar's full name was Gaius Julius Caesar, where Gaius is the closest thing to what we would call a first name. If he had some brothers, they would all have been "Julius Caesar", and only the praenomen would have distinguished them. For example, Julius Caesar's father was also named Gaius Julius Caesar, and had (most likely) a brother whose name was Sextus Julius Caesar.