Diane, What fun you've had! According to the American Meadows seed site, 1/4 pound of their cosmos seeds covers almost 1000 square feet.
So just press on and thin them. Cut them at the base, no pulling. Do you still have the seed packet? All seeds come with planting instructions, it will say "plant seeds x inches apart" or "thin seedlings to x inches apart." That's how far apart they should have been, so thin them accordingly. They'll be fine!
@LorettaNJ, I'd never heard of cosmos rooting along the stems so I looked for it. Found only two references, one from a home gardener and this...I don't know how reliable this website is, but thought you might be interested.
https://www.melindamyers.com/a...