Sites put cookies on your computer.  Cookies are small text files that websites send to your computer to track your online activity and personalize your browsing experience.  Some sites put a lot of cookies on your computer and follow you.

I have discovered that some of the sites that allow you to limit what they put on are, in my opinion lying.  After opting out I'd still find a lot of cookies to remove.

I use an extension from https://addons.mozilla.org/en-US/firefox/user/13031707/?utm_source=firefox-browser&utm_medium=firefox-browser&utm_content=addons-manager-user-profile-link

After I accept cookies from a web page I then click on Cookie remover and find that some sites have a ton of cookies they put on my computer.  It gets rid of them and their insidious tracking.   There are other cookie removers that work equally well.  I have cookie editor on a different browser.