Well I looked at the terms of service for Osu! and this is what I could find:
PROPRIETARY RIGHTS TO CONTENT
User acknowledges that content, including but not limited to text, software, music, sound, photographs, video, graphics, name references or other material contained in either sponsor advertisements search results, provided to or accessed by User via the Service ("Content") by osu!, is protected by copyrights, trademarks, service marks, patents or other proprietary rights and laws; therefore, User is only permitted to use this Content as expressly authorized by the Service. User may not copy, reproduce, distribute, or create derivative works from this Content without expressly being authorized to do so by the Service.
Hope it helps. I couldn't find anything about fan art, but I will assume you can just ask the artist for permission to use their works.