Unlike the tasty morsels of real cookies, internet cookies are dropped in your computer from almost every site that you visit.
Sometimes there are good cookies, like those that let you log in to sites without always typing your password, but usually the cookies track where you have been so the web owner knows you have been there before. Anyone with a bit of coding knowledge can look at all your cookies and track where you have gone on the web.
I find cookies to be an invasion of my privacy, and luckily there is a way to get rid of those pesky space hogs on my disk. If you use Internet Explorer, go to the top line and click on 'Tools' then click on 'Internet Options', then click on 'Browsing History'. You are then shown options to delete temporary files, history, cookies, etc. Click on the boxes next to those items you wish to delete and click 'delete'. You may be surprised that it will take a few minutes if you have never deleted the files before. If you use Firefox, go to 'Tools', 'Options', 'Privacy' to do the same thing.
Both Internet Explorer and Firefox, also have a check box option to 'Delete browsing history on exit' and it will clean out your cookies and history each time you exit the program. This does not clean up all the temporary files, but it does help preserve your privacy. It's like cleaning your computer and protecting your privacy at the same time.