A cookie is a small harmless text file that is attached to your hard drive when you browse certain web sites.
The cookie contains information used to identify you as a specific user, such as your user ID, password and user preferences that makes future visits to the website more interactive.
Cookies also contain affiliate identification to credit the right affiliate with the referal. In some cases, merchants credit the first affiliate to refer a customer to their site with the sale, and in other cases they credit the last affiliate.