When I was a little kid, my friend and I played a game that involved touching each other intimately?

Well yes it was wrong and no it wasn't. I say that because on your part it wasn't wrong because your were a young age , and it was most likely just a game you and her played. So it really wasn't wrong for her either. On the other hand depending on how old this cousin was and what gender he or she was. It could have been wrong of the cousin to play that game with the little girl.