At least, the way I personally define them,

An infohazard is anything that is dangerous to know. This covers a lot of fantastical cases, but it also covers much more mundane things such as knowing privileged information that someone doesn't want you to share.

A cognitohazard is something that will actively interfere in your functions because you know it. All cognitohazards are infohazards but not all infohazards are cognitohazards. Simply knowing a touchy secret isn't going to eat your mind away from the inside out, but some sort of information-based entity might.