A cookie is a small text file that contains information about you generated by the internet sites you're visiting. These cookies are sent to your browser (i.e., Internet Explorer or Netscape) and stored on your hard disk.
What's in the cookie? Usually personal information or web site related information. For example, let's say you visit a web site that wants your name, email address and age. You provide this information using a form on the web site. When you're done filling out the form, the web site will take the information you supplied, put it in a small file called a cookie and send it to your web browser for future use. When you surf to that site again, the cookie is called up to help the web site remember you.