Cookies are small text files stored in your browser. When you access a website, a cookie is sent to your device used to access the website, transmitting information to the browser. Cookies are very common and are used on many websites. This is because cookies allow those who manage the website to do useful things. For example, a cookie allows a website operator to determine if a computer (and in all likelihood, its User) has visited the website previously. Generally, the purpose of cookies is to improve the functioning of the website and the User’s experience in its utilisation.
For more general information on cookies, please refer to the Wikipedia article on HTTP cookies (http://it.wikipedia.org/wiki/Cookie).