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This is an interesting idea, I'm glad someone made a post about it. I thought on this idea and here is my conclusion.
The Cossack Style
Class:rated from most accurate to less accurate: 1. Cavalier(Cossacks are cavalry soldiers) 2. Fighter/gunslinger(while being a cavalry unit they made good use of firearms on foot and mounted). 3. Bard(if you are interested in combining historical Cossacks with fantasy magic a bard would be your best bet. when people think of Cossacks they often think of their cultural side involving music and dance)
Region: I have to agree with the others on Brevoy or the river kingdoms.
Items: unfortunately paizo does not have the Cossack favorite the sabre but the scimitar will work just as well. As for ranged if you are building an early Cossack then a composite bow will work, for a later Cossack firearms are your best bet. for armor you need to do light armor.
Skills: you should focus on the more physical skills especially ride and handle animal.
Feats: mounted combat would be the main feat along with other necessary feats for your class.
Alignment: any chaotic
Well that's all I could come up with, hope it helps.