Cookies and Attachments: Cookies are texts files that a browser maintains on the user’s hard disk in order to provide a persistent, customized web experience for each visit.
A cookie typically contains information about the user. For example, a cookie can contain a client’s history to improve customer services.
If a bookstore wants to know your buying habits and what types of books you last viewed at its site, it can load this information into a cookie on your system.
The next time you return to that store, the server can read your cookie and customized what it presents to you.
Cookies can also be used to timestamp a user to limit access. Financial institutions may send your browser a cookie once you have authenticated. The server can read the cookie to determine when a session is expired.
Obviously, cookies are considered a risk because they have the potential to contain your personal information, which could get into the wrong hands, and are highly treasured by advertisers today.
A breed of cookie known as evercookie writes data to multiple locations to make it next to impossible ever to remove it completely (http://samy.pl/evercookie/).
If security is your utmost concern, the best protection is to not allow cookies to be accepted.
Almost every browser offers the option of enabling or disabling cookies. If you can enable them, you can usually choose whether to accept or reject all or only those from an originating server.
Know that if you disallow cookies, users will not be able to visit a lot of sites. A compromise is to allow only session cookies.