As I know, cousin is halal in Islam. You can marry your own cousin, why not? But some says it is not good to marry a cousin whereby both side's father are brothers.
But in some cases a cousin can become a wali. A cousin from mother's side (if I'm not mistaken) can become a wali.
What will I feel? The relatioship between girls and boys has been watched closely by our parents. We were not supposed to mix freely. So, if there is a marriage been arranged, the feeling towards the cousin is just like other guy. I don't think any of us will feel guilty or feel like marrying your own brother
If you mix freely with your own cousin, like eat together, play together, kids quarrel.... you will feel as if he is your own brother and not suppose to marry him. but if the relationship is under control, you can see halal is halal and haram is haram. Your cousin is halal for you but your own siblings are haram for you to marry