Cookies are text files downloaded on your computer by the internet server. Some cookies contain a unique identifier that allows your browser to be recognised when you visit the website again, but they do not directly reveal your identity (such as your name or email address). Cookies assist the server to detect that you have returned to that website and this allows the server to deliver a page tailored to a particular user.
Most browsers automatically accept cookies, but if you don't want to accept them or if you want to be notified before a cookie is downloaded to your computer, you can make appropriate settings in the browser's menu.