Cookies are small text files which web servers can place on your computer when you visit their website. A lot of information is available on Cookies that you can read by googling "browser cookies".
Cookies are typically used to help websites remember that you've logged in, and to store your personal preferences for that website. Only the website that set a cookie can read that cookie. In other words, one website can't read the cookies set from another website.
A lot of websites (including supriyosen.net) require that Cookies be enabled for their functionality to work. Clicking on WhatIsMyBrowser.com will show you details on what browser you are using and help you configure your settings regarding Cookies. A few of the guides are shown below.