A cookie is a simple text file that is stored on your computer or mobile device by a website's server and only that server will be able to retrieve or read the contents of that cookie. Each cookie is unique to your web browser. It will contain some anonymous information such as a unique identifier and the site name and some digits and numbers. It allows a website to remember things like your preferences or what's in your shopping basket.
Find out how to disable/enable cookies by visiting the www.aboutcookies.org website which contains information on how this is done on a wide variety of web browsers.