Cookies are small text files that can be placed on your computer by websites and applications, on their own they don’t do anything and are not harmful.
The information stored in cookies is available to the website or application that placed them, which makes important functionalities possible, like logging in, saving preferences, showing notifications or – in case of webshops – keeping a shopping cart.
However, because the information is stored with you and is made available to the website, cookies can also be used to follow you or your browsing behaviour. This is clear when a website shares this information with third parties, like advertisers or ad suppliers, but in many cases it’s limited and only to find out how a website is used to be able to improve it.