To find the value of \( \cos \theta \) at the point where the terminal side of angle \( \theta \) intersects the unit circle, we can use the coordinates of the point on the unit circle.
The coordinates given are \( \left( \frac{1}{\sqrt{2}}, -\frac{1}{\sqrt{2}} \right) \).
In the unit circle, the x-coordinate corresponds to \( \cos \theta \) and the y-coordinate corresponds to \( \sin \theta \).
Therefore, we have:
\[ \cos \theta = \frac{1}{\sqrt{2}} \]
Thus, the value of \( \cos \theta \) is \( \frac{1}{\sqrt{2}} \), which is one of the options given.