My wWeekend

Generally, all words in a title are capitalised.

Last weekend was fun , we with a friend go to sauna , we. We went to a sauna with a friend which feelst good in the weekend, ¶
We swiam toin the water pool and driank sSprite , ¶
A, then after the party I go inwent home .

(1) I broke up the sentence into two. I think it flows better this way.
(2) I assume by "we" you're referring to your brother and yourself. If you're only referring to yourself, you'd use "I": "I went to a sauna with a friend".
(3) I took a guess at what you meant by "we feels good in the weekend". I assume you're talking about the sauna.
(4) "Sprite" is the name of a trademarked product and should be capitalised.
(5) The phrase is "go home" (or "went home" for the past tense).

I verreally need sleep and so does my brother also.

In this situation, we'd use "really" instead of "very".

This is my first try writing, thanks.

I suggest clarifying explicitly what it is that you're trying for the first time.

Last weekend was fun , we went with a friend go to the sauna , we feels good in the weekend, hich felt good.¶
We swiam toin the water pool and driank sprite , .¶
After the party I go inwent home .

I verreally need sleep, and so does my brother also.