Unlike many other populations, the Jewish people adopted hereditary surnames relatively recently. Surnames changed during recent emigrations. Some families modified their surname spellings to fit with local norms. By testing the Y-chromosome DNA, you and your cousins can recover the linkage along a direct paternal line.
For example, someone has the surname Brown. They also have a family tradition that their ancestors and their cousins who moved to Australia and South Africa were Plikhs. By testing themselves and potential cousins with the Plikh surname, they can prove (or disprove) the family tradition.