Joel Liu's Library tagged cookie →  View Popular

But when you visit a domain such as www.somedomain.com, the web pages on that domain may feature content from a third-party domain. For instance, there may be an advertisement run by www.anotherdomain.com showing graphic advert banners. When your web browser asks for the banner image from www.anotherdomain.com, that third-party domain is allowed to set a cookie. Each domain can only read the cookie it created, so there should be no way of www.anotherdomain.com reading the cookie created by www.somedomain.com. So what's the problem?

Some people don't like third-party cookies for the following reason: suppose that the majority of sites on the internet have banner adverts from www.anotherdomain.com. Now it's possible for the advertiser to use its third-party cookie to identify you as you move from one site with its adverts to another site with its adverts.

Even though the advertiser from www.anotherdomain.com may not know your name, it can use the random ID number in the cookie to build up an anonymous profile of the sites you visit. Then, when it spots the unique ID in the third-party cookie, it can say to itself: "visitor 3E7ETW278UT regularly visits a music site, so show him/her adverts about music and music products".