1. Sister gave me a pen.

2. My sister gave me a pen.

3. Brother handed me a dictionary.
4. My brother handed me a dictionary.
------------------
Do we have to add 'My' before 'sister' and 'brother'? Or are they all grammatical?

Normal English includes "my" or "your" or some kind of modifier before "sister" or "brother" (or "mother" or .. ).

If you leave it out, it reads as if your sister's name is Sister and your brother's name is Brother.

In English, it is grammatically correct to use possessive adjectives, such as "my," before family members to indicate ownership or possession. However, whether to use possessive adjectives or not depends on the context and the intended meaning.

1. "Sister gave me a pen" is a grammatically correct sentence that simply states the action of your sister giving you a pen. The absence of "my" indicates a general reference to any sister, not necessarily your own.

2. "My sister gave me a pen" also follows correct grammar and specifies that it is your own sister who gave you the pen. The use of "my" indicates the possession or ownership relationship between you and your sister.

Similarly:

3. "Brother handed me a dictionary" is grammatically correct and refers to a brother in a general sense, not necessarily your own.

4. "My brother handed me a dictionary" is also correct and specifies that it is your own brother who handed you the dictionary.

In conclusion, both options are grammatically correct, but using the possessive adjective "my" before family members can add clarity and specificity to the sentence.