By asking the question, it seems like you may have some reservations about having it being in your possession.
Headdress’ are considered sacred items and have to be earned in order to be worn. We know that there has been great and damaging misrepresentation of the headdress by Hollywood and other media. This has fueled misunderstanding, as well as formed an under-appreciation for it. So, I applaud you for taking the steps to do the right thing.
Talk to your cousin about the origins of the headdress and consider if there is further discussion needed to be had with others. Perhaps talking to someone from your cousin’s tribal office, museum, or library might be a good place to start. They may be able to put you in contact with some elders who can help guide you through this process to ensure proper respect and honor is being given to the headdress.
I hope this helps and I appreciate you asking the question.