A cookie is a file that is downloaded to your device when accessing certain web pages. Cookies allow a website, among other things, to store and retrieve information about browsing habits of a user or a device and, depending on the information they contain and the way you use your device, they can be used to recognize the user.
Also, you should be aware that third-party cookies sent to your device by other partners, such as social networks or external embed content, like videos, will be installed: Facebook, Twitter, Pinterest, Google+, GAnalytics, Vimeo, etc.
You can allow, block or delete cookies installed on your device by configuring your browser options: Firefox, Chrome, Internet Explorer, Safari, Opera. If you use other browser than the above, refer to its support content or its configuration settings.