Cookie
Small data file dropped by a website
A cookie is a small file dropped by a website onto a system that has visited it, to record their visit. When a user returns to a site, the cookie can be read to determine the user's site preferences, login information etc., so that the user can remain logged into the site across several visits.
The dangers of cookies are that malicious sites may drop tracking cookies, or may even attempt to gather information from cookies relating to other sites, potentially gathering sensitive personal information.
Most browsers allow the user to control and limit cookies, and to remove them after a certain period.