When you visit a website the site can use the web browser to place a Cookie on the computer of the website visitor. A Cookie is a small text file which is used to store information. If the user visits the site again later, the website can read the data of the previously stored Cookie and so determine, for example, whether the user has visited the site before, and in which areas of the website the user is particularly interested.
Learn more about Cookies on Wikipedia: https://en.wikipedia.org/wiki/HTTP_cookie
Changing Cookie settings: