A cookie is a little piece of information that a web application can send along with a response that will be stored by the browser. From then on, when the browser makes another request to the same application, it will include the cookie to the request, sending it back to the application.
For example, an HTTP response that sets a cookie for a user’s prefered visual theme could look like this:
HTTP/1.0 200 OK Content-type: text/html Set-Cookie: theme=light
From now on, the browser would then include the cookie to subsequent requests:
GET /blog.html HTTP/1.1 Host: rubymonstas.org Cookie: theme=light
This way the application could apply the “light” theme to the blog, because the user has selected it in some previous request.
Cookies are a way to persist (keep) state (data) across multiple HTTP requests.