2 points:

• Your program shadows an inbuilt function, you redefine max, which is defined by Python itself, this is a very bad thing to do, and should not be in the tutorial.
• This can be done in one line with said inbuilt function, max
  max(1,12) will return 12 in the Python console, so you could just have
  max(FirstNumber, SecondNumber)

Things to take away from this:

• Do not shadow or any decent programmer will cry their guts out.
• Keep It Simple Stupid (KISS), and use inbuilt functions.