http://web.mit.edu/newsoffice/2014/is-online-privacy-possible.html

There are two types of browser cookies: those that help sites to function, and those that enable ad tracking and monetization. When you browse the Internet normally, the first type of cookie is retained on websites so that when you visit the same website again, it remembers your preferences. The second type of cookie tells advertisers and other companies about your online behavior, what links you clicked on, which sites you visited, how you got there, and where you went next.