What is your operating system? Windows? If so, what version?
Cookies are little files stored on your computer by web sites that you visit.
They are not ALL bad, but some may be.
You can disable cookies with some settings in Intrnet Explorer, or set it to prompt you, but there are some sites that won't work for you if you do that, and it's a real pain to click "no" because you have to do it sometimes dozens of tmes on even one site.
I have regularly deleted mine with no major problem. I don't have any web site remember my password, and I don't care if they forget what threads I've already read, or if my credit card number is remembered for secure transaction. I do't do unsecure purchases.
Also remember your computer stores "caches" other things like image files on pages you viewed, including banners, buttons, and all kinds of crap.
Also I.E. keeps a history file of sites you visit. This and a lot of the temporary files can be cleared by going to tools - options & you will see a button to clear your history file and another one to clear many temporary files (myself, before clicking "OK", I click a box that says "delete all offline content"), or something like that).
But this is not everything. I.E. does not seem to be set up to delete cookies themselves.
There are other things to think about, too. You may find a sub-folder under "Temporary Internet Files", Called "Content.IE5" which itself has subfolders with weird names. These also come from visiting web pages. I really don't understand them, maybe someone else can explain them.
I have seen people here mention other files that are "hidden" but can be dealt with by starting up in safe mode, then finding them ,etc. I have no details on these.
Then there is "spyware". You may want to view [url]www.cexx.org[/url]& look under Adware/Spyware
There are also "temp" files - with .tmp extensions.
You can run the "disk cleanup" tool in Windows if you have it by right clicking the top folder
in Explorer, then "proerties, and you may see a button by that or a similar name. Mine will clean out the recycle bin, temporary internet file, an a few others you can select.
I can't recommend deleting files 'manually' by browsing through your directories in regular Explorer, unless you are very, very sure of what you are doing.
I recommend getting the help of a tech or a very savvy friend, or one of the many people here who are smarter than I am.