Cookies... could be the host or another service used. For example if he has a counter, those that supply it would use cookies to count visitors. If he used a site that supplied weather info, they would drop a cookie. Most of them are harmless. They usually track things like day visited, browser used, resolution. These are useful to the webmaster to know. Some cookies also log ip address. Ever get a email card from someone and it lists the ip addy of the person who sent it? Thank the cookie.
If they bother you just make it a habit to delete them at regular intervals.
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