[Inderjit Sanghera]

I too am puzzled by the whole cousin thing. In the Fall of Gondolin(BoLT 2) Maeglin actually asks Turgon for Idril's hand in marriage on several occasions, though in the Lost Tales legendarium, the Elvish customs weren't fully explored or set out and they were different from the ones we see in the Silmarillionand Lord of The rings

Laws and Customs of the Eldar(HoME 10) state that Eldarin marriages with first cousins were not allowed. Yet, we see that in Tolkien's last sketches of the story of Galadriel and Celeborn he lists Celeborn, or Teleporno as he is known here as grand-son of Olwe, rather then Elmo, thus making him first cousins with Galadriel, a marriage that should not take place. I always though that Celebrimbor and Galadriel's 'relationship' would be a little incestuous, but bear in mind that here Celebrimbor wasn't a son of Curufin but a Elf of Gondolin who either was Enerdhil or his companion and un-related to Galadriel.

With regards to your question, it may be that there could have been a spark of romance between one of the Sons of Feanor and Aredhel, (Of Maeglin(HoME 11) says she was particularly close with Celegorm) but I always thought their relationship was platonic and that the reference 'though to none was her heart's love given' was a reference to all Elves in general, she never got married and gave her love to no man until being forced by Eol to marry him.