Cookies are small files downloaded to your computer when you access websites that allow those sites to determine whether you have visited that site before and what you have done while there. This can be useful for allowing website customisation and remembering information between visits but can also be used to track your usage and visiting habits. Rampant commercialisation of the Internet and structuring of social networks around advertising has seen cookies take on a much more sinister role in harvesting personal browsing information to sell to advertisers.
Normally, cookies do not contain identifier information. However, when sites such as Facebook integrate their own identification systems into tracker cookies it becomes very simple to track and gain detailed insight into your browsing habits. Cookies have also been used by the CIA and the NSA to track users who visit their sites.