A cookie is a small text file that is downloaded on to your computer when you visit a website. Once you agree, the file is added and the cookie helps analyse web traffic or lets you know when you visit a particular site. Most users will often have their web browsers set to accept cookies by default.
Overall, cookies help us provide you with a better website, by enabling us to monitor which pages you find useful and which you do not. A cookie in no way gives us access to your computer or any information about you, other than the data you choose to share with us.
Most web browsers automatically accept cookies, but you can usually modify your browser setting to decline cookies if you prefer. This may, however, prevent you from taking full advantage of the website.
More information can be found on the Information Commissioner's Office website.