A cookie is a piece of data stored by browser software at the request of the website you’re on. It can be used to store any small piece of information such as a username, the status of a shopping basket, the act of clicking specific buttons, etc. Cookies are not necessarily stored as standalone files, for instance they can be stored within a database.
Usage
Cookies are used by Google Analytics and similar user experience tracking software built into websites to record and analyse user behaviour, helping you to identify where improvements can be made to the site.
Types of cookie
There are two types of cookie: a persistent (normal) cookie and a session cookie. Persistent cookies have a built-in expiration time, set by the website that provided the cookie – they can essentially be stored forever until you manually clear your cookies or until their built-in expiration date/time is reached. Session cookies are all automatically cleared when you close your browser.
A tracking cookie is a type of persistent cookie, because it tries to stay on your machine as long as possible in order to gather as much data from you as possible (courtesy of participating websites). Hence when you go from one website to another, if both sites participate in the same advertising network, you may find that the second website knows a bit about your browsing behaviour on the first. This is where privacy concerns bloom, indeed some antivirus software classifies tracking cookies as trojans.