Sailor Cosmos first appeared as her true self before Sailor Moon did what she had to near the ending of the Sailor Stars manga(thought i was gunna give it all away? ^_~). Before that, she was the infamous Chibi Chibi and was helping Usagi the whole way through. She comes from the far future where she ran away from a huge battle with Chaos and she came back to the past to do everything over in hopes of a better future. "...when I receive the power to lose everything... that is when I truly become Sailor Cosmos." - Sailor Cosmos, Sailor Moon Sailor Stars manga, English version, page 164.