Cosmo shares similar qualities with both Maria Robotnik and Tikal the Echidna. Both Maria and Tikal sacrificed themselves to save their friends/beliefs and are pacifists, but know how to fight when necessary.
Her former home world was destroyed by the Metarex before she was born, and she was instead raised on a space colony. She lived peacefully there until the Metarex came and began to destroy her new home, including her family (including her mother, Hertia). As Cosmo was escaping, the Metarex planted a tracking device on her. Cosmo also had a device inside her brain which, when activated, allowed the Metarex to hear and see everything that she did.
After the attack, Cosmo escaped into a ship and arrived on Sonic's planet. Tails, Cream, and Amy were the first to find her, and they questioned her arrival. Cosmo told them that she was looking for the "legendary hero that can use the Chaos Emeralds, Sonic the Hedgehog." However, she refused to tell them any more. Later, while in Tails' ship, she spotted Sonic and hopped out to greet him. Cosmo pleaded for Sonic to help her.
Sonic agreed to help her and he, Cosmo, Tails, Knuckles, Amy, Cream, Cheese and Chris Thorndyke, who recently arrived on Sonic's world, began travelling through the universe in Tails' new space ship, the Blue Typhoon in search of the Chaos Emeralds which Sonic scattered through the universe during his first battle with Dark Oak.