Kosmo disappeared and reappeared in an region of space.
More specifically, it was a void. A region in space which was almost completely devoid of matter.
Kosmo looked around and chuckled, remembering when he was a little weaker and accidentally stumbled into a void. It was so vast that he couldn't even see any light, and he travelled alone for weeks without any form of interaction.
"Alright then. Let's get this started." Most people wouldn't go somewhere that gave them bad memories if they were trying to achieve something. But Kosmo was actually fond of this place after his experience.
It had two things gs he needed. First of all, it was totally devoid of anything that could distract him other than his own thoughts, and second. It was devoid of matter, but what it was rich in, was space.