When you visit a Web site, the server can send a cookie to your machine to be retrieved during a future visit.
The next time you visit that Web site, your browser checks the Web site's network address and looks for cookies that match. If a matching cookie is found, it is sent to the server as part of the browser's request.
In theory, cookies are a way for Web sites to "borrow" a very small part of a user's hard drive space. As more and more Web sites began to use cookies, the amount of space taken up on users' computers has grown enormously. Also, cookies appeared that were shared among a number of related Web sites which accumulated information on users' Web travels. As a result, more users now block cookies through their browser's settings or delete their cookies regularly.
When you create your own Web application with ASP, don't rely solely on the capability to write a cookie and retrieve it at a later date. There are many users who will not accept the cookie, and it is a poor design practice to create an application that crashes because an expected cookie wasn't found.