A cookie is a small text file that is stored by the computer when a website is visited by a user. The text stores information that the site is able to read in the moment in which it is seen at a later time. Some of these cookies are necessary to the site to work properly, while others are useful to the visitor because they can safely store such as user name or language settings. The advantage of having the cookies installed in your pc is that you no longer need to fill out the same information every time you want to access a site you visited before.
First-party cookies are generated by the manager of the site the user is browsing. This category include technical and performance cookies. Technical cookies are used for the transmission of session identifiers (consisting of random numbers generated by the server), which allow a safe and efficient navigation of the website; Performance cookies are used for statistical purposes, for the detection of unique users, viewed or downloaded content etc. Google Analytics, for example, works using this type of cookies. Data are stored anonymously and used as an aggregate.
You can easily modify browser settings to turn off cookies. Warning: when you disable cookies your username and password will be no longer stored on the login box of the site.