Web sites use cookies to simulate a continuous connection to that site. This makes it more convenient for users by allowing them to visit pages within a site without having to reintroduce themselves with each mouse click. Contrary to popular fears and misconceptions, cookies were not created to spy on or otherwise invade the privacy of Internet users. Cookies contain only information that users volunteer, and they do not have the capability of infiltrating a user's hard drive and sneaking away with personal information. The simple function of a cookie is that of helping the user navigate a web site with as little obstruction as possible.

Cookies are small data structures used by a web site (server) to deliver data to a web client (user); request that the client store the information; and in certain circumstances, return the information to the web site. Web sites can thus "remember" information about users to facilitate their preferences for a particular site and allow the use of user passwords. The web site may deliver one or more cookies to the client. The client stores cookie data in one or more flat files on its local hard drive.

Cookies allow web sites to maintain user information across HTTP connections. The current HTTP protocol is "stateless," meaning that the server does not store any information about a particular HTTP transaction; each connection is "fresh" and has no knowledge of any other HTTP transaction. "State" information is information about a communication between a user and a server, similar in many ways to frequent flyer profiles or option settings in desktop software. (For example, a preference for aisle or window seats is cookie-like information that a frequent-flyer program might store about its customers.) In some cases it is useful to maintain state information about the user across HTTP transactions.