Cookies are small amounts of information which some websites store on your computer to make it easier for you to log on to and use them during future visits. A cookie is a small text file which is stored by the user’s browser and contains data, not code, so it can’t contain a virus or spyware. This doesn’t mean that all cookies are harmless in intent, but they can only ever store information.
If you wish to find out more about cookies visit All About Cookies.