A cookie is a note the website left in your browser

When a site “sets a cookie,” it is not baking. It is asking your browser to remember a small string of text and send it back next time. Name, value, maybe an expiry date. That is the whole trick.

Some cookies are boring and useful: you stay logged in. Some are tracking: a company wants to know you saw an ad on one site and then visited another. Your browser does not know the difference. It just stores notes.

The banner

The cookie banner exists because the law in some places requires a choice. Most banners are designed so “accept all” is a large button and “reject” is a link in a smaller font. That is not a technical requirement. That is a sales requirement wearing a privacy costume.

If you reject non-essential cookies and the site still works, the cookies were not essential. If the site breaks, they named them wrong or they are punishing you. Both happen.