Cookies are small pieces of data that are stored on a user's device by a web browser while browsing a website. They are used to track and store information about the user's interactions with the website. Cookies can store session information to keep track of a user's activity within a single browsing session. This is often used to maintain user authentication, such as keeping a user logged in as they navigate through different pages on a site. Cookies play a significant role in online advertising. Advertisers use cookies to track user behavior and display targeted ads based on the user's interests and browsing history.