What is first cousin and second cousin?

My first cousins and I have the same grandparents on one side of the family, one of my parents is the sibling of one of my cousins parents. For example:

Grandma and Grandpa Smith

parents of the brothers

Joe Smith and Jon Smith

Joe and Sherry Smith parents of Jenny Smith - Jon and Cheryl Smith parents of Jessie Smith

Jenny Smith and Jessie Smith are first cousins