There's a shadowy story that's emerged from North Korea concerning Kim Jong-il that's given historians some pause. Unfortunately, we're probably decades past the point when we could confirm it with total confidence, and that's if we could have confirmed it at all. Not only does it belong to a period that the North Korean government has heavily mythologized, but most (if not all) of the people who would be in a position to confirm it have since died. There are probably still members of the Kim family around who know for sure, but they're not very talkative people.
Anyway, it's a pretty good guide en miniature to the difficulties of assembling North Korean history.
Yura and Shura: What most North Koreans aren't told is that Kim Jong-il (the eldest son of, and later successor to, Kim il-Sung) wasn't born in North Korea at all. After about 5 years of harassing the Japanese in Manchuria as part of a Chinese-led force, his father had to bail out of the fight when things got hot, and he fled for the Soviet Union with his then-wife, Kim Jong-suk. Contrary to the official history distributed by the North Korean state, Kim il-Sung never fought in Korea, and in fact sat out World War II. Kim Jong-il was likely born in a Soviet army camp in Siberia in 1942, and he was followed by a little brother in 1944. This little brother's existence is also unknown to most North Koreans, for reasons that will become apparent shortly.
The two boys were nicknamed Yura and Shura respectively (Russian nicknames for Yuri and Alexander -- and in fact, we only know the younger brother's nickname), and they accompanied their parents back to Korea after World War II ended and the Soviet army descended into the peninsula. The story that concerns us today comes from 1948, when Jong-il would have been 5-6 years old and his brother 3-4. They were said to have been playing in a pond in Pyongyang, and as his younger brother repeatedly tried to climb out of the pond, Jong-il pushed him back in. Shura eventually tottered under the water after another push, was too exhausted to pull himself out, and drowned. Their parents were too late upon the scene to rescue him, shouted at Jong-il for an explanation, and didn't receive one.
So. If the story is true, then Kim Jong-il killed his younger brother at a very young age. Was it something that should have been a warning sign, as you ask here, or was it simply a family tragedy caused by a child too young to realize what he was doing? I'm not sure I can answer that.
And how do we know about this in the first place? The story comes to us via a North Korean official who defected to South Korea in 1960.
Why it might not be true: Trying to assemble an accurate narrative about events within North Korea is difficult even under the best of circumstances, because NK's government has a very opportunistic approach to its own history. Events that support the narrative of Kim il-Sung, and secondarily Kim Jong-il, as the great saviors of their nation, are exalted and embellished, if they aren't being made up entirely. Events that do not support this narrative are downplayed at best and erased at worst. That's bad on its own, but the acrimonious relationship between North and South Korea added another layer of complexity. With anything that was filtered through the South Korean government, it was prudent to ask whether they were putting their own spin on the information, or simply not publicizing anything that might have countered it.
The defector who provided the story arrived in SK about 7 years after the Korean War, in a period when passions and propaganda were running high on both sides of the border. Maybe the guy was telling the truth about a story that was whispered around the upper tier of NK's government. Maybe he was telling a version of the truth and played it up for the benefit of the South Korean intelligence service, which would certainly have loved hearing anything bad about North Korea. Maybe he made a vague reference to a story like it, and SK intelligence filled in the details, as it were. Or maybe he said nothing of the sort and the South Korean government simply made it up. We don't really know.
Why it might actually be true: However, historians tend to entertain the defector's story as a serious possibility, even if they don't necessarily believe it means Kim Jong-il was a childhood sociopath. "Shura" is curiously absent from all official North Korean histories, but thanks to Soviet army records, we know that he did in fact exist, and that his age in 1948 would have made the defector's story plausible.
Kim Jong-il was active in North Korea's government from his early 20s onwards, and he started his career by controlling the country's art and literature scene (he was primarily interested in, and most famous for, the country's movie scene, but it wasn't the only thing he did). Even from an early age, he had absolute control over his personal narrative within North Korea, and he was big on playing up anything that could win him additional sympathy or support from the North Korean populace (e.g., his mother's early death in 1949 -- yes, a year after Shura). Why? Because his position as his father's successor was not (we think) guaranteed until much later. He had an advantage as his father's eldest son, but his step-siblings were born a bit more than a decade after he was, in a time when Kim il-Sung was firmly established as North Korea's absolute ruler and could afford to spend more time with them. Kim Pyong-il, Kim il-Sung's son by the favored wife, Kim Song-ae, was said to be a particular favorite and the most likely rival for the top job. Pyong-il was actually shunted into ambassadorships later in his life, but while Kim Jong-il was working his way up the government ladder and currying favor with Dad, he only saw Pyong-il as a threat against his interests and worked hard to eliminate or minimize it. Arguably the most effective way he did this was by controlling the information given to the public on the Kim family.
So of the histories that Jong-il approved and published, none of them make any reference to Shura -- it's as if he never existed at all -- and none of them acknowledge that Kim Jong-il had step-siblings. North Koreans are instead presented with a very sanitized story in which Kim il-Sung's only son was:
If Shura had died in a genuine accident or in something completely unrelated to Jong-il, it seems reasonable to assume that Jong-il would have played up the tragic circumstances of his brother's death in much the same way that he played up their mother's early death. Instead, silence.
Sorry to write so much; I just think it's one of the more interesting (if creepy) quirks in North Korea's history.
EDIT: I should probably give an additional detail that makes me think that the defector's story might be true. Dynastic succession wasn't a "thing" in Communist governments (Marx had inveighed against the whole notion of inherited power), and people who worked in NK's government in the early 1960s would not necessarily have believed that Kim il-Sung's job would only be passed to a son. Kim Jong-il wasn't yet part of NK's government when the official defected, and even after he became part of the government, he wasn't universally liked. So the official may not have attached the kind of weighty importance to the story that we're inclined to do today, because Jong-il was just a pain-in-the-ass college kid at the time and not necessarily a figure of great destiny in North Korean culture.
If I might, I'd like to take a moment to disagree with the premise of your question, especially the "Why was this not caught at a young age?" part. If you take a dictator and start looking at his life history for violent events, you may very well find some. But even if (I stress the "if"; I haven't done an exhaustive survey) all dictators had violent events in their youth, that doesn't mean that everyone with a violent event in their youth becomes a dictator, which is what your "why was this not caught" seems to imply. Many adults will have had violent episodes in their youth, and most of them didn't grow up to become dictators.
The question about "things dictators did as kids/teens" is very interesting, but for the reason outlined above I'd be very careful about using terms such as "alerted" and "caught at a young age".
edit: spelling
Sorry, we don't allow throughout history questions. These tend to produce threads which are collections of trivia, not the in-depth discussions about a particular topic we're looking for. If you have a specific question about a historical event or period or person, please feel free to re-compose your question and submit it again. Alternatively, you may PM /u/caffarelli to have your question considered for an upcoming Tuesday Trivia thread.