One day, I was hand feeding Cosmo. He then came up to me and slid along my fingers. Ever since I've been petting him then dropping in his food. He doesn't hide from me and seems to like it. Is this weird behavior?
Since he associates it with food, no. IME, bettas will do about ANYTHING for food. However, this behavior is bad for him as the oils on your hands damage his slime coat so I wouldn't do it.
He trusts you enough to do this...however, fish have a protective "slime coat" which helps protect against infections. It's best not to.
But, that does not mean you cannot interact! If you wanted, teach him some tricks.
Also, if you have your hands in the water wash your hands (usually no soap to avoid soap traces getting in!) before, and after that way no bacteria you bring with your hands (school, work, friends, other animals, etc). Just as a friendly tip!
I used to interact with my Spartan you can teach them some pretty cool tricks if you wanted - I know sometimes it sucks not to be able to touch or hold a fish, but they do love your interaction!
Bettas seem pretty good at pattern recognition -- ie, they can place human eyes as eyes, mouth as mouth, face as face. My Valentine recognizes the face on this little dragon ornament he has and will pause to look it in the eye. He was afraid of a little turtle ornament and wouldn't go near the face/head. If I am looking over the tank with the hood off and my face at one end and my hand at the other, he will choose to approach my face and look up at me.
So, yeah, I'm pretty sure that when it looks like a betta is making eye contact, that's exactly what he's doing.
definitely =D like having them feed from your hand, jump for food, and even (yes this is right) having them chase a laser pointer!!! some bettas will do that.
Check out the eBook Betta Fish Care Made Easy
I Can Pet My Betta?
that way no bacteria you bring with your hands (school, work, friends, other animals, etc). Just as a friendly tip! 
some bettas will do that.
