Cookies are pieces of information that a website can store on your computer. There are two types of cookies:
- First party cookies: these are the cookies from the site you are visiting. They are used for example for the log-in functionality of most websites.
- Third party cookies: they are set by other website. For example, any time you visit a website with a like button from Facebook, Facebook will set a cookie on your computer. This allows them to follow them on most of the website you are going to. This is used by advertiser to know the websites you go to and show you the same advertising on all websites. In practice, very few websites use this for functionalities. It is quite safe to disable them.
Go to Preferences, and then, in the Privacy section, set Accept third-party-cookies to Never.