Is it wrong to finger your cousin?

You really shouldn't give the finger to anyone although if you gave it to your cousin perhaps they will consider it a joke and not feel offended. Certainly fingering a complete stranger is a bad idea, you never know what they are capable of, especially if you're driving a car, there's a lot of road rage out there these days.

Ask your cousin if they felt offended by your finger, if they did then yes it was wrong.