A cookie is a small bit of data that a website can ask your web browser to store.
Next time you visit that website, the data in the cookie is sent back to the website.
A tracking cookie in a cookie where the information is a unique number that is given to you. It is usually given by advertisers.
This lets them tell things like "A user who saw our advert on example.com 20 times last week, and clicked on one of them, has just seen an advert on example.net".
This lets them select adverts to show you based on what they know about you. i.e. adverts that are more likely to interest you.
Some people consider this useful, other people consider it an invasion of their privacy.
I would just ignore them, if you want to block them then go to a search engine and use the phrase:
block third party cookies
cut and paste.....as if i could explain things as well as that.
just block em.
unless you need them