Cosmic power comes in more variety than any other kind. Magic is the most flexible and the easiest to reach; cosmic power is the most varied and the most unique. Every cosmic power is its own thing.
Where it comes from. You can be born with it, be given it, and sometimes take it. Most often, though, there is no reason at all. You just have it. Many cosmic powers are small and subtle, so quiet nobody thinks of them as powers. It's the person things just seem to happen to, or around. An inexplicable quirk that everyone notices and no one thinks too hard about.
What it costs. It depends on the power, but the stronger it is, the more it costs. The cost only has to take something away, bring a bad outcome, or add a complication. A power that brings someone back from death demands a sacrifice: a life, several lives, or the world growing darker and more tragic each time it is used.
Control. Control is questionable at best. Having a cosmic power you can actually control is lucky, though not rare. Many cosmic powers simply happen — to the person who has them as much as to anyone else.