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[Back when I fought Scidra in the past quashi-zodium realm, inside the cosmic storm, I felt the disadvantage in the terrain as it was unfamiliar to me. Even after defeating Scidra, I decided to stay inside it so that I could quench my curiosity on every possible 'What' and 'How' of that phenomenon. After letting myself wander aimlessly in my celestial form for hours, I got the basics down.
Cosmic Storms are massive bodies composed of all types of gases. From an outside point of view, it would seem like a foggy sphere. As you dive into it, you will find a sphere inside another sphere until you reach its central vortex. The concentric spheres do not touch one another and maintain an equal gap.