So it's very complicated by the when and where, and you might want to check out this answer I wrote for some historic background on the Cossacks.

But the long and short is that yes, they had rights and privileges that set them apart from peasants/serfs, including land ownership and tax exemption in return for military service. Depending on time and place you would even see cossack hosts elect leaders (hetmans/atamans) and negotiate treaties with tsars.