I am not horrified or even bothered by cousins marrying. It seems kind of lazy to me — what, you couldn't be bothered to meet someone else? — but it isn't bad or wrong or gross or even dangerous. It is, however, Not Done. It used to be done (every article you read on this is illustrated with a picture of the Darwins, I think), but it is currently Not Done. And you are not the Jukes and the Kallikakses (look it up) and you are not pharoahs or European royalty. You do not, presumably, possess dynastic wealth that requires cautious and xenophobic husbanding. So you probably want to not do it.
And now I can't get Dorothy Parker's poemlet out of my head, so here, Merry Christmas:
Oh, life is a glorious cycle of song,
A medley of extemporanea;
And love is a thing that can never go wrong;
And I am Marie of Romania.