What are cookies?
Most of the times you access a resource on the web for the first time, a cookie is created and stored on your computer. Cookies are small files which contain basic information about a client or a website. This information can be carried from one visiting session to another. In the most simple of examples, if a website requires users to sign up, the data they insert may be saved in a cookie, so that on subsequent visits, the user is not required to sign in again. It is also the way a data analytics can tell the difference between a new visitor and a returning visitor. It is also the basis for companies such as Google creating user personas that they can target through advertising, by saving data about previous visits and interests, associated with a device or a browser.
Control and/or delete cookies
A user can control cookies through the internet browsers that he / she uses. However, always be aware that deleting all cookies may alter your future browsing experience. For example, you will have to sign in again when accessing a web service that you would otherwise access directly, using saved credentials in the cookie. If you've since forgotten your password, you may lose access to the site.
In Google Chrome, you can click on Settings - Advanced - Site Settings - Cookies and site data. You will see there the options to allow or disallow all sites to save and read cookie data. You can choose to also do it selectively, by adding domains to a list of allowed sites or a list of blocked sites. There is also the option to see all the cookies saved from all your browsing activity and to delete them individually or in bulk. Another option is to block third party cookies, which are cookies that aren't set by the website you are visiting, but by other connected services.
The cookie settings for Opera are handled in exactly the same type of menu as in Chrome: Settings - Advanced - Site Settings - Cookies and site data.
Mozilla Firefox also offers these options under Options - Privacy & Security - Cookies and Site Data. In order to control or delete cookies, you can access the Manage Data and Manage Permissions buttons. The options are the same as those given by Chrome and Opera.
In Safari, go to Safari - Preferences - Privacy. From there, you can directly block all cookies or choose to Manage Website Data and specify which websites you will allow to create cookies and which you will not.
All internet browsers offer these options. Make sure to check the Settings/Options/Preferences section in your preferred browser to be in full control.