I got Cosnach as my follower because he's fun and I want him as my steward at my house near Falkreath. Every time I go there, the redgaurd thane assistant lady shows up and wants to be my steward, and when I talk to Cosnach he never says anything about it. Are you able to get anyone as a steward or no?

Not all followers are equal, and not all want to be stewards, so no you cannot just get anyone. Try someone else, Cosnach can still be your follower later.

This Falkreath redguard lady will not leave me alone. She is just waiting outside my house asking me to be steward. I guess I'll try some other people, really had my heart set on Conach as he isn't that good as a follower but is entertaining as somebody to just hang around the house.