Is it OK according to the Bible to marry your cousin or any blood relative?
There is no biblical prohibition against marrying a cousin. The Jews were forbidden to have sex with, and presumably marry, close relatives (father, mother, brother, sister, aunt, uncle, grandparents, children). This is found in Leviticus 18.
Many places make it illegal to marry a first cousin or closer relative because of the high incidence of birth defects in children of first cousins or closer relatives. The Bible teaches us to obey the laws of the country where we live (Romans 13:1-7). If it is illegal to marry a first cousin or closer by the law of the land, then the Bible is against it.