Why do I need to scan my cookies?

An HTTP cookie (also called web cookie, Internet cookie, browser cookie or simply cookie) is a small piece of data sent from a website and stored in the user's web browser while the user is browsing. Cookies were designed to be a reliable mechanism for websites to remember helpful information (such as items added to the shopping cart in an online store) or to record the user's browsing activity (including clicking particular buttons, logging in, or recording which pages were visited in the past). They can also be used to remember arbitrary pieces of information that the user previously entered into form fields such as names, addresses, passwords, and credit card numbers.

Cookies are not harmful to your device, however, they can help out malicious programmes as they are only plain text files. When that happens it can change the homepage of the browser and place a malicious cookie in the browser's cookie area. When the browser launches again it will connect to the new homepage. This is where then the cookie data is then read and the attacker can then open a port to apply some serious damage or steal data. 

Recently discovered exploits (Internet Explorer, Mozilla Firefox, JavaScript) allowed attackers to harvest information from cookies using either different cookies or the so-called spyware software (for example login information for different servers the customer might use).

Again, the cookies are not dangerous but they can supply with information about a computer.