Is it bad to sometimes still think about a boy that you never went out with and instead went out with his cousin And is it bad to wonder what sex would have been like even tho i love my boyfriend?

It is not bad to wonder about what might have been. Humans are very imaginative creatures, and I would worry about you if you didn't occasionally think about what might've been if you had gone with the other person. And as far as sex goes, fantasy is a very wonderful, very natural process that we all experience. Wondering what sex may have been like with the other person is not only natural, its healthy. That said, don't act on those feelings.
Some people will tell you that you should only think about the person you are with. Don't listen to them. Because if you do you will eventually develop a psychological problem. You will feel guilty, and that guilt will lead you to feel bad about yourself. The feelings you are having are nothing to be ashamed of as long as you don't act on them.