You'll find them used on most major Web sites. The prevalence of sites using cookies is due to the fact that cookies help you get the relevant information you seek faster. Most browsers are initially set up to accept cookies. If you prefer, you can reset your browser either to notify you when you've received a cookie, or to refuse to accept cookies. You should understand that areas of certain sites will not function properly if you set your browser to not accept cookies.
Cookies also enable websites to track user trends and patterns.
The most important concept to keep in mind when considering cookie security is what has control over the cookies. The answer is your web browser. If you have never been to that web site before, the server may ask your browser if it can give you a cookie. The browser will put the cookie into a special file where it collects and keeps track of cookies. Since you have been to that site before, your web browser will look through its cookie files, find the cookie that server gave you, and give the cookie back to the server.