As a person who can’t really pin down a good definition for “cozy game,” I’ve noticed that a lot of games frequently considered cozy tend to have a smaller focus. You’re not saving the world or killing gods. You’re focusing on your farming operation (yes, you basically single-handedly revive your local community in Stardew and Animal Crossing but it’s still just one small town), seeing some spirits you get to know personally off to the afterlife, exploring a small area, or developing relationships with others.
Also noticed that there’s a focus on something other than beating up and/or killing enemies. It may still be possible to engage in combat, but it’s not the main focus.