Option one. The short way too Kosi. Park up at Thredbo. Get the Crackenback lift up to the Eagle Nest and then tour out to Kosi.
Option Two. The long way too Kosi. Go to Guthega dam. Park up. Slog upto Blue lake an then across the skyline. Going to Blue lake via Sharlots can be a hassle if you can't finf a snow bridge to get across the the Snowy.
Remember, the elements can be DEADLY in this area, so do your homework. Cross country with full kit and free heel skis is another kettle of fish from onpist downhill.
As for highlights, try serviving a blizard or maybe try skiing central gully at Club Lake. Not when its iced up.