In general, these are used to retain user preferences, store information for things like shopping carts, and provide anonymised tracking data to third party applications like Google Analytics.
As a rule, they will make your browsing experience better. However, you may prefer to disable them on this site and on others.
The most effective way to do this is to disable it in your browser.
We suggest consulting the Help section of your browser or taking a look at this About website which offers guidance for all modern browsers.