Tracking Cookies are a specific type of cookie that is distributed, shared, and read across two or more unrelated Web sites for the purpose of gathering information or potentially to present customized data to you. Not all cookies are tracking cookies.

Tracking cookies are not harmful like malware, worms, or viruses, but they can be a privacy concern. As an example, if you go to a Web site that hosts online advertising from a third-party vendor, the third-party vendor can place a cookie on your computer. If another Web site also has advertisements from the third-party vendor, then that vendor knows you have visited both Web sites. Nothing malicious has occurred, but the advertising company can determine indirectly all the sites you have been to if they have cookies present on those sites. - https://www.symantec.com/security-center/writeup/2006-080217...