Under new EU law all visitors to a website must say that they are aware the site they are visiting is using cookies, you can do this by clicking accept on the bottom left of the home page (if you only see the green tick you have already accepted)

Most websites you visit will use cookies in order to improve your user experience by enabling that website to ‘remember’ you, either for the duration of your visit (using a ‘session cookie’) or for repeat visits (using a ‘persistent cookie’).

Cookies do lots of different jobs, like letting you navigate between pages efficiently, storing your preferences, and generally improving your experience of a website. Cookies make the interaction between you and the website faster and easier. If a website doesn’t use cookies, it will think you are a new visitor every time you move to a new page on the site – for example, when you enter your login details and move to another page it won’t recognise you and it won’t be able to keep you logged in.

Some websites will also use cookies to enable them to target their advertising or marketing messages based for example, on your location and/or browsing habits.

Cookies may be set by the website you are visiting (‘first party cookies’) or they may be set by other websites who run content on the page you are viewing (‘third party cookies’). 

What is in a cookie?

A cookie is a simple text file that is stored on your computer or mobile device by a website’s server and only that server will be able to retrieve or read the contents of that cookie. Each cookie is unique to your web browser. It will contain some anonymous information such as a unique identifier and the site name and some digits and numbers. It allows a website to remember things like your preferences or what’s in your shopping basket.

http://www.bbc.co.uk/privacy/cookies/about/?source_url=/privacy/bbc-cookies-policy.shtml