We know the fact that: If a module $M$ is finitely cogenerated, then every module that cogenerates $M$ finitely cogenerates $M$. Conversely, it is not true. I find an example in the book "Rings and Categories of modules" written by Frank W. Anderson and Kent R. Fuller.
Example The abelian group $\bigoplus_{\mathbb{P}}{\mathbb{Z}_p}$, ($p$ is a prime) is not finitely cogenerated yet every group that cogenerates it finitely cogenerates it.
I am at a loss for this example. Any help will be appreciated. Clearly, we can regard the abelian group $\bigoplus_{\mathbb{P}}{\mathbb{Z}_p}$ as a module over $\mathbb Z$.
I post my effort. (1) $\mathbb{Z}_p$ is simple. (2) $\bigoplus_{\mathbb{P}}{\mathbb{Z}_p}$ is semisimple and since $\mathbb{P}$ can be $\infty$, $\bigoplus_{\mathbb{P}}{\mathbb{Z}_p}$ is not finitely generated, then it is not finitely cogenerated.