Some web browsers (not all) create simple text files called ‘cookies’ when you visit certain sites. Your device stores the text files locally allowing your browser to access the cookie and pass data back to the original website. Some think that the name ‘cookie’ came from the story Hansel and Gretal where the children were able to ‘mark’ their trail through a dark forest by dropping “cookie crumbs” behind them so that they were able to see where they had been. The story shows you the ability that internet cookies have to be able to track your activity.
Hope this helps! :)