A tracking pixel is your means to establish a cookie on your browser. Technically a tracking pixel is simply one tiny image. When someone arrives on a web page containing such a pixel, their browser will request that image. One of the response headers is named the set-cookie header. This set-cookie header is the actual cookie that is contained in it. Now that browser will save that cookie to the computer. In subsequent visits the image from that tracking website fires, directly surfing to it or by downloading yet another tracking pixel. Next, the browser uploads that cookie back to the server.