The 25-year-old forward joined the National First Division (NFD) side on a season-long loan deal from the Buccaneers during the recent July-August transfer window.
Nkosi, who left Bucs having fallen out of favour under current coach Milutin 'Micho' Sredojevic, scored on debut as Cosmos drew 2-2 with TS Galaxy in a league game last weekend.
The former Maritzburg United frontman has told Daily Sun that he is keen to prove himself at Ezenkosi.
“Life has been tough since I joined Orlando Pirates, as I struggled to break into the team. But I’ve been granted an opportunity to prove my worth," Nkosi said.
Nkosi joined Bucs from Free State Stars in 2016 having helped the latter reach the 2016/17 Nedbank Cup semi-finals - netting twice in four games.
“I want to showcase my talent and prove that what I did at Stars was not a fluke. I started well, scoring on my Cosmos debut," he continued.
The attacker made 10 appearances in the league for the Buccaneers and he netted once in the process.
"My aim is to do well this season and ensure that next season I go back to the Premier Soccer League," the Secunda-born player added.
Nkosi was expected to lead Cosmos' front-line when they hosted TS Sporting in a league game at Vosloorus Stadium on Sunday.
However, the former Stars marksman missed the game due to an injury which he picked up ahead of the game.
“We had a fairly good start of the new season, but we’ll need to get our act together before it’s too late,” he said.
"It will always be tough because there’s no easy team, everyone wants results in the NFD. As a team we just need to be focused try to get results to avoid pressure," he concluded.