Every request your browser makes to a website is like the first time that website has ever seen you. Each image, content request, etc. All from somebody completely new and unknown[1].

The only way a website can identify you as a user is to ask your browser to store a unique ID (generated by the website) that you can then present with each request. This is a ‘cookie’. It gives you a temporary identifier that can be used to recognize later requests as coming from the same person.

Without a cookie you couldn’t login to any sites. Even if you’re not logging in the website couldn’t remember what your language preferences were (important in Quebec or other government sites), or timezone, etc. It couldn’t even remember that you wanted to reject all “non-essential” cookies and would prompt you on every page request. Every single request would be from an unknown person visiting the site for the first time.

[1] Yes, I’ve simplified some with keep-alive etc.