A cookie is a small piece of data sent from a website and stored in a user's web browser while the user is browsing that website. Every time the user loads the website, the browser sends the cookie back to the server to notify the website of the user's previous activity.
A recent change in EU law means that all websites must make their visitors aware of any non-essential cookies that may be left on their device, and ask their permission to proceed. Non-essential cookies are used for analytical purposes - such as recording if you are a Windows or an Apple Mac user, and which browser you used, e.g. Google or Internet Explorer.