Please help me, every time my brush is at size 400+ it will look different than the preview.
This brush at size 405 looks like a middle finger when its being previewed.
It looks like this in the preview
But then it will look like this :/
From the looks of it, you're using a custom brush. Custom brushes are usually raster, in that they don't scale the same as Photoshop's built in brush. That's why your brush may appear pixelated, and perhaps can't be previewed correctly.
You can use a lower resolution document or a define a custom high-resolution brush to overcome this.