What’s a cookie? It’s just some information that a web-site can store on your computer and then ask to get back the next time you visit that site. For sites you intentionally visit, it does useful things like remember who you are, remember that you had the speaker muted the last time you played a u-toob video at work, or, in the case of your bank, remember that you have used this computer before to access your account so it doesn’t ask you for the name of your great-grandmother’s off ox every time you log in.
What’s a third party? It’s someone that is not you and is also not the owner of the website you are visiting. Usually it is an advertiser that is showing ads on the side of the website you are visiting. They have their own website that serves up the ads. You are not intentionally visiting their website — you’re just getting there as a side-effect of seeing their advertisement.
In the bad old days, web browsers used to let any site see all the cookies on your computer. This was bad. It might let the evil Pr0n site you “accidentally” visited gather information to impersonate you at your bank. They don’t do that any more, but they still, by default, allow any website to store and retrieve cookies. Which means, unfortunately, while you may be visiting
Most web browsers by default don’t allow third-party cookies these days (or as Safari puts it “Only accept cookies from sites I visit”). But if you turn off third-party cookies in your browser, a lot of sites will just use Flash cookies instead. Stupidly, the default for Flash is to allow these “third party” cookies. If you follow the link below:
you can turn this feature of Flash off. I recommend you un-check the box that says “Allow third-party Flash content to store data on your computer”, if you value your privacy.