I'm fantasizing having a romantic relationship with my first cousin
Why would you want to be romantic with your first cousin?
I know it's strange but yeah.
Your cousin is like your sibling and they're your family. Incestual relations are immoral and disgusting.
I can't control my feelings between me and my cousin.
Being romantically involved with a relative is not a safe thing to do. If you were to have a baby together, your baby would have  high risk of having something wrong upon being born. While having feelings is only natural, try to also weigh out the consequences and risks.