Kotsoyev was born to a poor family in the Ossetian countryside (the village of Gizel, close to Vladikavkaz) in Terek Oblast.
He returned to Gizel and began writing short essays for newspapers of the North Caucasus.
He chose to go to South Ossetia, where he continued to work as a teacher, and wrote short stories and essays.
In 1910 he began publishing a magazine called "Æфсир" (Æfsir, ear [of wheat]) based in Tiflis (today's Tbilisi, Georgia).
In 1912 Kotsoyev moved to Saint Petersburg, where he worked in many places, including Vladimir Lenin's famous newspaper Pravda.