What is it
Cookies used for tracking your browsing habits.
How they work:
I have a website say http://www.domain1.com/ and have some advertiser ads placed in it. When I access the wesite I will be making a request to advertiser to get the ads. Advertises knows that the request is coming from a partner site domain1.com . That time advertiser places a cookie. stores this website URL and associate it with cookie.
Now I visit one more site say http://www.domain2.com/ which also has the same advertiser ads. When I access this website I will be making the request to advertiser. but this time browser will send the cookie set in the previous request.Now advertiser gets the cookie and checks the stored previously based on that delivers the content and adds this URL also to the visited sites.
Will be used by advertising companies to advertise based on your browsing habits.
Is it harmful?
Can I block them?
Yes. check your browser settings.