Cookies are created by the different web pages you visit on the Internet. They are stored on your computer.
Cookies are small files that the web pages create that save information about what you browsed, and what you looked at the pages and information about you. Most cookies are only readable by the site that created them although they are not highly secure. Many cookies are written in formats that if you tried to open the files you would not be able to, however some cookies are in plain text and anyone that opens them can read them.
Cookies are how pages sometimes know what you previous looked at by the cookies. Cookies also allow web sites to make things more personalized for you.
You can remove your cookies when you clear your cache or when you do spyware searches to clean spyware. Many people op to keep the cookies (they are a low security risk now as most do not keep sensitive information anymore. They didnít keep that originally.)