A tracking cookie is a device put on your computer when you open some web pages. Sometimes they ask you if it is all right and sometimes not. Your computer then sends them information about what you are looking at when you surf the web and they generally use that information to sell to advertisers that then bombard you with stuff they have to sell that you might like to buy... called spam.
If this doesn't appeal to you... it doesn't to me... Follow the above link to learn which ones are all ready on your computer and how to opt out if you so like.
These cookie purveyors are the more conscientious ones at least they own up to what they are doing and give you a choice whether to use them or not. I like that.
If you have a problem send an email to firstname.lastname@example.org and I will try to help you out.