When I was a child, I sharedpent time with a cousin.

more natural-sounding

We went togeteverywhere to everything.gether.

The original was understandable but a bit unusual, while this is more common.

We lived in a house that our grand father built, so it was built like a Tetris game.

probably we would more usually see "like a game of Tetris"

I don't know why, but we loved to go overn the roof at thisat house.

or "the"

"this" is understandable, but less common with something far away in the past

We had two dangerous ways; the first was passing on plastic roof tiles, and/but it was dangerous because we could break them and open a big whole in the ceiling; and the second way was making a parkour jump from the stairs to a window without glass, and it was dangerous too because between the stairs and the window hadwas an empty space, we could fall down like two floors.

The semicolon functions kind of like a period with regard to the idea that everything after it should be able to form a complete sentence if the first part before the semicolon were to be removed.

Also, if the next word after "a" starts with a vowel sound, then it has to be changed to "an" to introduce a break between the sounds for example:

a big dog uses "a"

while

an enormous dog uses "an" because "enormous" begins with the long e vowel sound.

So, we went into it and played until the moment I saw something weird in a wall wibehind the holes. in a wall.

The original leaves it a bit ambiguous whether the weird thing had holes or the wall did. The suggestion removes the ambiguity.

We returned at home running on the roofs,; we were so scared.

"so scared" sounds a bit unusual, although the meaning is understandable.

"so scary" instead would sound more normal, but the suggestion above changes the sentence fragment to a complete sentence with a subject and predicate

also, "at" is not needed in this situation

And maybe, it was a lesson to not go into a strangers' houses.

either

"a stranger's house" or "strangers' houses"

would work

When I was a child, I sharedpent time with a cousin.

We lived in a house that our grand father built, so it was built like a Tetris game.

We had two dangerous ways; the first was passing on plastic roof tiles, itwhich was dangerous because we could break them and open a big whole in the ceiling; and the second way was making a parkour jump from the stairs to a window without glass, itwhich was dangerous too because between the stairs and the window hadthere was an empty space, so we could fall down like two floors.

And maybe, it was a lesson to not go into a strangers' houses.