A cookie is a small piece of text sent to your browser by a website you visit. It helps the website to remember information about your visit, like your preferred language and other settings. That can make your next visit easier and the site more useful to you.
Some people prefer not to allow cookies, which is why most browsers give you the ability to manage cookies to suit you.
In some browsers you can set up rules to manage cookies on a site-by-site basis, giving you more fine-grained control over your privacy.
What this means is that you can disallow cookies from all sites except those that you trust.