Cookies aren't scripts. They are supposed to be little bits of information (bigger than a crumb?) used to help with web browsing. If you have "cookies enabled" then any website that wants to put a cookie on you machine may. Since many of the business sites we use for shopping or account management require cookies to be enable to work we tend to have them enabled.
Unfortunately they are abused.
You can set your browser to no cookies and watch which sites complain. You might be surprised which ones do. Then you can decide when to enable and when not but you're likely to get real tired of "this site wants a cookie" messages.
In FireFox I can go to Options -> Privacy and on the middle of the page is Remove Individual Cookies link. This lets me look and read what the cookies contain. But with coding the real meaning is pretty obscure generally. I do this once in awhile and see cookies set with expiration dates 40 or more years in the future.
I don't just remove all cookies because there are some that I want to keep (Remember next time I login options kind of things). So I go through this list and delete bunches manually.