Is it better to try & keep someone "innocent" or let them figure things out on their own?

I have a younger sibling that in his age hasn’t even done the things I have when I was his age. Now, he’s starting to get interested in those things. A part of me wants to let him do his thing- to figure it out on his own & not be a hypocrite, but at the same time- I don’t want him to get pulled into the things that will in NO way benefit him. So, what do you think? Better to try keep him away from those things & innocent, or let him do things on his own?