Cookies
Many web sites want to keep track of your visits.
To do this, they send a tiny computer program to your computer, and it stays there. The tiny program is referred to as a cookie. It contains data that allows that allows the website to recognize you when you return.
A good example is a forum that automatically logs you in, when you checked "remember me'.
You can control whether or not you computer allows the cookies to be sent to you. How you do it depends on the browser you use.
You can also delete all cookies at any time. As above, how depends on browser.
Firefox describes them as "Cookies are stored on your computer by websites you visit and contain information such as site preferences or login status."
Does that help?