This guide explains web cookies, small pieces of code that track user behavior on websites, and categorizes them into first-party, persistent, third-party, and session cookies. It highlights privacy concerns regarding third-party cookies, particularly in light of regulations like GDPR and CCPA, and discusses the impending phase-out of third-party cookies by Google Chrome. Marketers are encouraged to adapt by leveraging first-party data, exploring alternative marketing channels, and preparing for a cookie-less digital landscape.