Iggy Milkovich is the brother of Mandy and Mickey and the son of Terry Milkovich. He appears in season two when Frank walks in on Ian and Mickey having sex at the Kash and Grab. Mickey is worried that Frank will tell someone what he saw so he asks Joey and Iggy to help him kill Frank.
Iggy also appears in season three, though this time he is introduced as one of Mickey's cousins instead of his brother, so it was uncertain what his exact relation to the Milkovich family is. However during the filming of the 5th Season, J. Michael confirmed on his Twitter that Iggy actually was Mickey's brother.
In the fifth season, Iggy had a great deal more screen time than previous seasons. During those scenes, he surprised many fans by accepting and normalizing Mickey and Ian's relationship (aside from the occasional brotherly comment ).