Web cookies are simply bits of software placed on your computer when you browse websites. Not all websites have these, but many do, especially the large well-known websites.
Cookies have some beneficial things.
Cookies are also very beneficial to websites trying to market to you. They know you like porn alot because you searched for it last time you were there, so they now show you advertisements because it may be something targeted towards your buying habits. As stated above, people do not like being tracked. Even if some companies mean no harm, people still do not like the fact they are being monitored while they browse. Cookies can also show links in them if someone happens to look at them on your pc.