So, in some states it's considered incest/illegal, but in others it's not? I thought it was the same everywhere.
There are laws against incest in every state. What varies is how they define incest and the degree to which they actually give a damn. Prohibited people range form nobody at all to your great aunt's second cousin by marriage, twice removed. It also depends on what the state actually wants to prohibit; marriage, buggery or any sexual contact whatsoever. That also varies wildly. The laws tend to be quite implicit about these sorts of things (and often times quite comical). In Rhode Island you can bang anybody of consenting age. You just can't marry them. The District of Columbia prohibits
marriage, intercourse or cohabitation with your son's daughter's husband or your daughter's daughter's husband, but presumably you can roger your grand-daughter's wife til the cows come home (and possibly bang them as well, I'm not sure).
In any event, first and second cousins are one of the most variable components.
I was actually just making a joke about how "some" would consider cousins off limits, when (I think) most people would. Whether or not it's illegal, I have no idea.
Meh, don't give a damn. Knock yourself out. Depending on their closeness it might or might not be a bit creepy, but creepy is in the eye of the beholder as far as I'm concerned. Try to avoid cranking out flipper-babies is pretty much all I ask for.