EU law now requires our consent for cookies. While that is excellent, how to delete them is hardly ever told. Alas, it is very simple.
Don't like it when an ad "follows" you across the web? Don't want Google, Facebook, Amazon et al. to track your every move? Flush your cookies! An easy yet powerful cleansing that should be done on a regular basis.
Google's own Chrome now dominates the world. Though it can't possibly be in their interest, it contains a setting to automatically delete all cookies on exit, which I highly recommend
To this day, cookies are the only* reliable way to recognize a user on the internet, even when she has merely moved to a different page within the same website. Without them, a shopping cart or online booking wouldn't be possible.
Functional cookies like these are benign in comparison. Tracking cookies from third parties allow to track a user across many websites and target ads at her. When also logged into a search engine or other services, a fairly complete profile can be collected.
The data industry does not like you to delete their cookies because - in simple terms - cookies are how they have got a hold on you. They love you most when you don't ever log out. Flushing your cookies will briefly render you almost anonymous, at least until the next log-in or advertising cookie.
In fact, it would take only a few lines of program code in their self provided web browsers to substitute cookies with something you cannot delete. Only an old fashioned web standard prevents it. Smartphone apps already use an ad id that you can not get rid of.
Want to see cookies in action? Easy. In Chrome, open "More Tools"/"Developer Tools" (or F12 on Windows), click on "Application" and choose "Cookies". Now go to your favorite sites and watch them pour in.
Only have Firefox? Same procedure, only "Web-Storage" in place of "Application", same with Edge, "Debugger" in place of "Web-Storage". Such a lot of cookies! Luckily, you know how to get rid of them now.
Another reason to regularily delete your cookies: Nobody else does it for you. A website as per web standard can only delete its own ones. Web developers never ever do it though because they are lazy.
Hence cookies clutter your disk until it's full. In case we have not stressed it enough yet: Flush your cookies!