Cookies often track your browsing data so companies can advertise to you based of your perceived interests. Visit a lot of sports sites? A cookie sends this info back to the advertiser who created it who then will display ads in your browser that have to deal with sports. Now you can clear cookies, but they will just keep on coming. To lower the flow, many of these companies have an opt out system. (That they make really hard to find.)
I found it.
Follow this link to see what companies have been cooking you and opt out.