Having a crush on your cousin is not horrible and it doesn't make you weird, it's actually pretty normal. If you have a crush on your cousin, it's okay – I have some tips and things that you can do that will explain your feelings a little more. It's normal to have a crush and to start to feel things for people that you are around a lot. Remember that!
How old are you when you started to get a crush on your cousin? This could have a lot to do with it. To be honest, if you are just developing feelings for the opposite (or same sex), they can develop onto someone that you are close to. It's normal, but that doesn't mean that you need to act on it.