Cookies are packets of information sent by web servers to web browsers, and stored by them. The information is sent back to the server each time the browser requests a page from the server. This allows a web server to identify and track web browsers.
There are two main types of cookies: session cookies and persistent cookies. Session cookies are deleted from your computer when you close your browser, while persistent cookies remain stored on your computer until they are deleted, or until their expiration date arrives.
You can at any time block Cookies in your Web Browser (Safari, Google Chrome, FireFox, Window Explorer), but it is worth mentioning that sometimes Cookies are necessary for correct navigation and to be able to show you pages correctly.