While the word brave is used for Macbeth, the connotation of this word in the context of the sergeant's descriptions of Macbeth are that the Scot is absolutely ruthless. For, he brandishes his sword, and literally carves his way through the enemy, slashing and stabbing men in his path to Macdonwald, whom he eviscerates as a hunter does a stag: "Till he undeam'd him from the nave to the chaps." Then, he decapitates his enemy and impales it upon the battlements. Clearly, Macbeth is a man capable of much brutality.
Basically, the first real characterization we get about Macbeth comes from the bloody sergeant, who mentions Macbeth's battle style, bravery and loyalty. He and Banquo fight even though they are fatigued and outnumbered. According to I, ii, Macbeth "carves" his way through the enemy until he stands face to face with his enemy Macdonwald. Then he "unseams him from the nave to the chops." Macbeth is thus characterized as not a bit afraid of violence and loyal to his King. However, this becomes ironic when he later kills the King and usurps his throne.
What do you mean by "associated with Macbeth?" Are you asking about the first time he is mentioned in the play? If so, the first time he is mentioned or referred to is in Act I, Scene 1 of the play. His name is spoken by the third witch. The witches have been talking about how they will be going up to a heat "There to meet with Macbeth."
In reply to #2 Do you want to know the first characteristic traits associated with Macbeth??