While they are delicious
cook·ie
Cookies are small text files that websites place on your device as you are browsing.They are processed and stored by your web browser. In and of themselves, cookies are harmless and serve crucial functions for websites. Cookies can also generally be easily viewed and deleted.
However, cookies can store a wealth of data, enough to potentially identify you without your consent.
Cookies are the primary tool that advertisers use to track your online activity so that they can target you with highly specific ads.
Given the amount of data that cookies can contain, they can be considered personal data in certain circumstances.