Cousins can marry. My first cousin was suggested to me as a shidduch.
I know of a chashuv rav in boro park who has at least one child, if not more, who married a cousin.
There is no such thing as a platonic relationship. At some point or another, one or both will begin to see the other as the opposite gender, not just family. If you’re interested, pursue it; if not, make it clear. Be friendly, but not close.