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I cannot speak for Elves (I'm a hobbit and, therefore, human) but among humans breeding btween brother and sister carries with it the strong possibility of genetic problems, which is why it is discouraged in most societies.
Marriage between first cousins carries a much smaller risk. Most such couples would not have problems unless such marriages had occured within the same family for several generations.
If we assume that Elves were created with a perfect set of genes in the begining, then for Elves born in the First Age or earlier there should be no problems at all. It would take more than a few generations for genetic drift or mutation to have an effect.
Formendacil calls Elwë, Olwë, and Elmo, brothers. Were they true brothers, in the sense that they were born of the same parents? Or were they amongst the first Elves, created not born? In that case, they may not share the same genes but be called brothers through alliance and affection.
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