I and my boyfriend are first cousins, and our families are against it. We still love each other for the past three years, and we want to get married. We had sex with each other. We don't want to leave each other and want to get married. Is this against the will of God?
Having sex when you are not married is obviously against God's will. "Marriage is to be held in honor among all, and the marriage bed is to be undefiled; for fornicators and adulterers God will judge" (Hebrews 13:4). You don't get your way by trying to force your parents or God to comply. All you are doing is proving that you are not mature enough to have self-control.
I have no idea what the laws are in your country. Some countries allow first cousins to marry and others do not. If you are both of legal age to marry, and your country's laws allow it, then you can get married. Most countries do not require parental consent if the people getting married are old enough.