My 88 year old father got a "first cousin" match to a name he didn't recognize. The match had the same surname but he had no idea who she was. His father only had once brother and this unknown match was not one of that brother's children. So...we finally figured out that she is my father's great-niece (his brother's granddaughter).
It's all about degrees of separation. We are 4 degrees from our 1st cousins and we are also 4 degrees from our grandparent's siblings.