The word "cosmology" comes from the Greek words "kosmos" (κόσμος) meaning "world" or "universe" and "-logia" (-λογία) meaning "study of".  So, cosmology literally means "the study of the universe or cosmos".   It then entered modern Latin as cosmologia, and then to French as cosmologie.  

According to the Oxford English Dictionary (OED), the word "cosmology" was first used in English in the mid-1600s.  Specifically, the earliest known evidence is from 1656, in the writings of Thomas Blount in his work "Glossographia". 

Examples of "cosmology" used in a sentence:  
"The book focuses on cosmology and astronomy, and on Earth's place in the universe." 
"The fields that have continued to amaze are astronomy and cosmology, which are obviously healthy." 
"All of modern cosmology, including the theory of the expanding universe, rests on that assumption." 
"In the last half of the twentieth century, astronomers made enormous progress in understanding cosmology." 

Just the facts:

COSMOLOGY Definition & Meaning - Merriam-Webster