Websites often place very small text files on computers, tablets or phones in order to recognize a device's browser each time it visits. These tiny files are known as 'cookies'. Recognising browsers helps anonymously measure how sites are used, which in turn shows how best to meet visitors' needs.
Being mere text files and not programs, cookies cannot read devices or make any information they help collect available to any third party. They can be read only by the site that installs them. Although unique to each device, cookies are anonymous: they hold no personally identifiable data.
If you wish, you can set your browser not to accept them. AboutCookies.org tells you more, including how to remove them.