Small records a site leaves on a visitor's device. They make convenience possible and are also how people are followed.
Dutch koekje (little cake), diminutive of koek (cake); a small baked thing whose name was borrowed for the small records a website leaves on a visitor's device, on no stronger link than the size.
The borrowed name has nothing to do with what it names — a little cake lent its word to a small file for no reason but size, and the two have shared nothing since but the diminutive. Whatever comfort the name suggests, the record itself is neutral about who reads it.