Cookie files

Through this letter, I would like to make a request to Mr. Zatni Arbi: Would you please explain what exactly "cookie files" are?

I have only just joined the Internet, and have a cookie file already. Should I delete it or leave it?

I have no intention of looking at any sites that any government might find objectionable, so I really can't think why they might want to watch me.

I look forward to any Internet advice you give me in the future.

AMANDA AMOY

Jakarta