So what is a cookie? Yes, it’s something Tollhouse makes. Those little elves make them too. But in the online world, cookies are something completely different. Let’s start out by explaining what they’re not. In spite of what you may have heard, cookies are not viruses. However, they can pose certain security risks; especially in the realm of web browser privacy. Cookies are basically little tracking devices and as such, could theoretically lead a malicious virus and/or individual to vulnerabilities in your system.