Cookies are small files which are stored on a user's computer. They are designed to hold a modest amount of data specific to a particular client and website, and can be accessed either by the web server or the client computer. This allows the server to deliver a page tailored to a particular user, or the page itself can contain some script which is aware of the data in the cookie and so is able to carry information from one visit to the website (or related site) to the next. 

When you enter a Web site using cookies, you may be asked to fill out a form providing personal information; like your name, e-mail address, and interests. This information is packaged into a cookie and sent to your Web browser, which then stores the information for later use. The next time you go to the same Web site, your browser will send the cookie to the Web server. The message is sent back to the server each time the browser requests a page from the server. 

1. Session cookie 

Also called a transient cookie, a cookie that is erased when you close the Web browser. The session cookie is stored in temporary memory and is not retained after the browser is closed. Session cookies do not collect information from your computer. They typically will store information in the form of a session identification that does not personally identify the user. 
 

Also called a permanent cookie, or a stored cookie, a cookie that is stored on your hard drive until it expires (persistent cookies are set with expiration dates) or until you delete the cookie. Persistent cookies are used to collect identifying information about the user, such as Web surfing behavior or user preferences for a specific Web site.