Cognac and Brandy are different kinds of refined wine. You most likely have tasted both, and you did not realize it. Brandy is a type of alcoholic beverage made from fermented fruit juice. Cognac, on the other hand, is a type of brandy. It is only made in two specific places in France. It is established under specific legal rules.
Cognac is made from grapes grown only in prefectures of Charente and Charente Maritime. In summary, all cognac is brandy, but not all brandy available is cognac. Cognac is only a type of brandy.