Define dating – sounds like you enjoy your first cousins company, and I’d see no problem with that. I’d argue taking it to “knowing” her is wrong, as is a relationship that produces offspring. No contraception can be 100% effective, so in response to SFB the risks of a sexual relationship take things a step too far.
There was a recent Channel 4 documentary on first cousin marriages, concentrated on the asian populations in the bigger cities, and as someone above has already said part of the issue within the asian families is recurrent first cousin marriages producing very close genetic cousins, and the problem of extremely rare recessive conditions coming to the fore. It was a sad programme to watch, one of the saddest cases was a 17 year old with a progressive neurological condition, was blind & going deaf, but all he knew was he was 17 and 17 year olds are allowed to drive. He couldn’t process mentally that his condition would never allow that. The programme infered that within asian communities cousin marriages are so common to keep property & money within a family.
But it isn’t just isolated to asian populations, two of the most handicapped children I’ve ever looked after came from a caucasian cousin marriage.