Cookies are small files which are stored on a user’s computer. They are designed to hold data specific to a particular client and website, and can be accessed either by the web server or the client computer. This allows the server to deliver a page tailored to a particular user, or the page itself can contain some script which is aware of the data in the cookie and so is able to carry information from one visit to the website (or related site) to the next.
For example: You are reading this from a pop-up. The Cookie allows the website to know that you have visited this site and saw this pop-up and not to show it for the set amount of time.