A 'cookie' is a text file containing small amounts of information which a server downloads to your personal computer (PC) or mobile when you visit a website. The server then sends a cookie back to the originating website each time you subsequently visit it, or if you visit another website which recognises that cookie.
There are different types of cookies which are used to do different things, such as letting you navigate between different pages on a website efficiently, remembering preferences you have given a website, and improving your overall experience. Others are used to provide you with advertising which is more tailored to your interests, or to measure the number of site visits and the most popular pages users visit.
Some cookies are allocated to your PC only for the duration of your visit to a website, and these are called session based cookies. These automatically expire when you close down your browser. Another type of cookie known as a 'persistent'. These cookies would remain on your PC for a period of time.