Web cookies are meant to store user preferences for a website, but they are often misused for evil purposes, such as tracking him, sometimes across distinct websites.
For the user, there is a simple solution to that problem: set up his browser to refuse cookies by default, and use an extension such as Cookie Monster to accept them on trusted websites where they are known to be useful.
Unfortunately, that reveals another problem: some shitty websites will just not work at all without cookies. Well, there is a Firefox extension that brings the solution to that: Self-Destructing Cookies. It works in a fairly simple way: cookies for each are accepted for each website, but destroyed when the user leaves it. So, does EvilCorp® want to use a cookie, and refuse to work without it? No problem, here it is. Want to retrieve it on next visit? No way.