The cosmos is the sum total of everything — pretty big. It's hard to wrap your mind around the cosmos, as it extends far beyond the Milky Way, or far-off galaxies, or even our own universe.
Cosmos is originally a Greek word, meaning both "order" and "world," because the ancient Greeks thought that the world was perfectly harmonious and impeccably put in order. We now use cosmos without the idea of perfect order. Now it means, "all of creation," and particularly on the scale of the stars, the planets, the black holes, the other universes, and all the stuff we don't know about. It's also, totally separately, the name of a pretty, flowering Mexican herb.