Do you have any inter-connected branches in your family tree, where one family member has married another? Though it is not accepted by today's North American culture, the practice of marrying cousins was fairly common in the past and remains so in some parts of the world today. Another term for marrying your own cousin is consanguinity.
There have been many reasons historically, why this practice was encouraged. In some cultures, marrying a cousin would keep the dowry assets within the family. Other views were that inter-family marrying would strengthen the family and help keep the bloodline "pure".
Another reason why cousin marriages were common at one time, is that long-distant travel was not a common practice. Which meant that people tended to live near their families, making many neighbours closely related. You really had little choice but to marry someone who might be related as there were only so many mates to choose from.
But as time passed and medical knowledge improved, it become evident that marrying too close a relation actually harmed the bloodline and could cause problems for future children. The specific problems arise from recessive genes that cause disease, with the most notable case of this being hemophilia in the royal family of England.
Because it takes two people with the same recessive gene problem to have a child with that disease, marrying within your own family increases the odds of that happening. Though there are greater risks when you marry a close relative, it's certainly no guarantee that children will be born with any birth defects or disease. The risks increase as this happens more and more each generation, though.
So if you have a close family marriage within your tree, don't fret about it. It was pretty common at one time and won't likely damage your gene pool today.
Though close family marriages can happen at any point in time, or among any branches of your family, you'll find it most common if you have royalty. It was a pretty frequent occurrence during many eras of the English royal houses. Other notable people who married first cousins are Jerry Lee Lewis, Edgar Allen Poe and Charles Darwin.
Currently, the US is the only Western country to still have laws against marrying your first cousin, and even then it's not against the law in all states. Most countries don't have any such laws today, nor do many of them have any taboos whatsoever about marrying closely in the family. Cousins are usually outside the boundaries of incest.
If you have a cousin marriage in your family tree, you might find your pedigree charts can get confusing. A large chart can actually end up repeating itself, as the same ancestors are referenced more than once. Most software programs can account for this, and trim a pedigree chart down to exclude duplicates.