It is not wrong to be attracted to a cousin, because we can't control attraction. Cousins (unlike siblings we grow up with and see differently) are just regular people that happen to share our genetics. But being WITH a cousin is extremely taboo and you will not only take flack from your family but many people will judge you for this. Right or wrong it's going to happen.
I suggest you look outside of the family tree for dates because this is going to cause you much much headache if you act on it.