Now a days everyone reads on almost every news website something about cookies. In short, these little critters follow you around and send data to the person who planted the cookies. It is harmless unless you find your privacy valuable, as you should.
An HTTP cookie (also called web cookie, Internet cookie, browser cookie or simply cookie), is a small piece of data sent from a website and stored in the user’s web browser while the user is browsing. Every time the user loads the website, the browser sends the cookie back to the server to notify the user’s previous activity.
Other kinds of cookies perform essential functions in the modern web. Perhaps most importantly, authentication cookies are the most common method used by web servers to know whether the user is logged in or not, and which account they are logged in with. Without such a mechanism, the site would not know whether to send a page containing sensitive information, or require the user to authenticate themselves by logging in. The security of an authentication cookie generally depends on the security of the issuing website and the user’s web browser, and on whether the cookie data is encrypted. Security vulnerabilities may allow a cookie’s data to be read by a hacker, used to gain access to user data, or used to gain access (with the user’s credentials) to the website to which the cookie belongs (see cross-site scripting and cross-site request forgery for examples).
For this reason alone it is important to clean every week your cache and cookies to get everything out of the system again. And to refresh your inlog information from time to time.