Is it bad that I know for certain that my family tree has some incest?
Not as long as you don't perpetuate the incest yourself.
You can't really help what your ancestors did.
That, and....how do you define "
some incest?" In order for it to have a statistically-significant adverse effect on your genome (or that of your descendants), there would either have to be some direct sibling-sibling/parent-child incest, or several different instances of first-cousin marriage down a direct line of heredity. Isolated cases of cousin-marriage, be it first, second, or more distant cousins, tends not to have nearly as much of an effect. So if we're talking about one isolated case, it's not a huge problem. After all, I doubt you're the sort who goes to the family reunion to meet women.
tl;dr: You are not a slope-jawed, inbred hick just because one generation of your family tree did not fork.