Internet Explorer and Netscape can be configured to reject cookies. Check your browser's options and security menus for cookie-control measures. Doing so will make surfing difficult if not impossible. Not at all. Clean out the cookies directory on a regular basis.
Cookies clearly identify the Web site to which they are linked.
So the first step is to identify those that point to sites where you use passwords or where you have set up a page with your personal preferences. Those, leave alone. The others, you can delete. If you are using Internet Explorer, close it and disconnect from the Web. Open Windows Explorer.