Cookies

(Also known as: web cookie,browser cookie, computer cookie, tracking cookie, internet cookie, and HTTP cookie)
Cookies are small files saved on your computer when you visit some web sites. They may contain things like passwords so you can log onto the site without entering again and again your login and password. They are not spy or dangerous programs but useful files helping you to connect to web sites more easily(It is sent as an HTTP header by a web server to a web client and then sent back in an unaltered form by client each time it accesses that particular server).

So don't worry about them and don't delete them!