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Marrying your cousin , who is related closely to you,may cause chances of what is known as consanguinity
,the child being born in such a marriage would be at a risk of developing early anomalies like Down syndrome, chromosomal anomalies, neural tube defects etc.
We cannot predict or say that it is 100 percent risky but we can say there is 2 to 5 percent or even more of a risk associated.
You could consult a Doctor on the same before you decide to tie the knot , for some tests called chromosomal karyotyping , blood tests and DNA analysis of both of you which can predict the chances of a risky pregnancy
with an anomalous child in future to some extent.
Depending on this you could plan your pregnancy accordingly, I do not see any harm in both of you getting married as your love is surely something sacred and having children later could be thought about after these tests.
wishing you good luck.