A cookie is a small piece of data sent by a website's server to your computer or mobile device and stored in your browser (e.g. Google Chrome, Internet Explorer, Safari). It consists of anonymous information, including a unique user identifier. When you revisit a site or navigate between pages, this data is passed from your browser to the site's server. With this data, the website is able to 'remember' your browser, enabling it to retrieve your user preferences, to personalise your visits and to simplify any sign-in procedures.
Cookies are intended to improve your user experience by making it easier and faster to navigate through a website. For example, some websites require that you log in to gain access. If such sites did not use cookies, then you would be required to enter your login details every time you navigated to a new page because the website would not be able to remember that you had already logged in. Many websites also use cookies for advertising purposes.
All of the information a cookie collects can only be retrieved by the website server that sent the cookie to your browser.