Duragrouch

(above) I hadn't looked at your earlier links. That does in fact look like a freewheel, not a cassette/freehub. If it's "loose", it is either:
- Coming unscrewed from the hub threads (forward riding should keep it on)
- The cogs have somehow come loose from the freewheel body
- The freewheel bearings have fallen apart and it's loose due to that

Get thee to a nunnery local bike shop. Or send back to amazon. Bike seller may reimburse for service at bike shop, check with the seller first.

I'm looking at your earlier links now...

The cogs are not loose on the freewheel, the whole freewheel has come loose; Could have come unscrewed, or could have broken off the threaded part of the hub, or the freewheel bearings have fallen apart. Local bike shop could tell you immediately what is wrong in seconds, and then you contact amazon seller for remediation or bike return.