A cocoon is a covering of silky threads that the larvae of moths and other insects make for themselves before they grow into adults.

If you are in a cocoon of something, you are wrapped up in it or surrounded by it.

If you are living in a cocoon, you are in an environment in which you feel protected and safe, and sometimes isolated from everyday life.

If something cocoons you from something, it protects you or isolates you from it.