Cosmic World (Cosmic) is an area reachable from the Old Train Station.
You start off from a building that you can leave through stairs going down. The place appears to be a rainbow island surrounded by flashing water, going through you'll eventually find a small building that leads to a dark room with bones attached to the walls, a bench and a lamppost, and a rainbow flower on the ground. Stepping on said flower and facing the wall, you can chainsaw it making purple "blood" splatter. Interacting with the box near the bench will show three kanji written in an old-fashioned style. The text is most likely 「白昼夢」 (daydream). After using the box it's possible to see the text by accessing one of the books in the lower section of the Library, the one from the second bookshelf on the left.
A brown rusty building is found by going south from the entrance and leads to Square Ruins
There's a very well-hidden vending machine and an NPC somewhere around this area.
Using Marginal effect here will make the world turned darker and gray-scale.
Nexus → Red Streetlight World → Gray Road → Grass World → Green Neon World → Construction Frame Building → Cog Maze → Forest Pier → Abandoned Factory → Arc de Pillar World → Mansion → Deserted Pier → Deserted Town → Chaotic Buildings → Transmission Tower World → Complex → Old Train Station → Cosmic World