The HTTP Cookie
An HTTP cookie is a small piece of data sent from a website and stored on the user’s computer by the browser when the user is browsing. Even as they add convenience, cookies would have some important implications on the privacy and anonymity of users.
It is possible to use third-party cookies to track a user across multiple sites. The possibility of building a profile of users is a privacy threat, especially when tracking is done across multiple domains using third-party cookies. (click here for more)