Old Dog, New Tricks
As part of Russia's space program, they launched Cosmo into space. Somehow the animal not only survived, but has carried on living, even developing mind powers that allow for communication and telekinesis. This creature proved so unique that Taneleer Tivan added her to his vaunted collection, bringing her to Knowhere to live in a cage for an unknown period of time.
When the newly formed Guardians of the Galaxy brought the Power Stone to Tivan, they saw Cosmo who had a negative reaction to Rocket. During their visit, the Collector's assistant Carina attempted to steal the Infinity Stone leading to an explosion that damaged Cosmo's cage, allowing her to run off. However, she later returned to lick Taneleer's face, much to the chagrin of fellow captive Howard the Duck.
It is unclear what Cosmo's life was like between that encounter and Thanos' visit a few years later while on his quest to find the Infinity Stones, but the canine survived yet another disastrous day on Knowhere. Eventually, Taneleer sold the whole place to the Guardians of the Galaxy and Cosmo began working them them to repair the damages done by the Mad Titan. By that point, she and Rocket seem to have developed a friendship based in part on good-natured ribbing.
Along with the others, Cosmo tried embracing the Christmas spirit to help Peter Quill celebrate the holiday. She pitched in to decorate that area as a surprise for Star-Lord and even joined ini on the gift-giving by presenting Kraglin with a dead animal.