Found a few new things about cookies :)
What is the difference between a third-party cookie and a first-party cookie?
If you connect to Web site A and it sets a cookie, that's a first-party cookie. If an ad, embedded within site A is coming from site B, and the ad sets a cookie, that would be a third-party cookie.
What is the difference between persistent and session cookies?
Persistent cookies are cookies that "persist" or reside on your system even after you have closed your browser. Such cookies contain information that can be used to personalize your experience for a particular web site the next time you visit it. Examples would be online community and discussion boards. Unfortunately, such information could also be gathered by hackers and malicious programs and disclose your personal information.
Session cookies are cookies that exist only for a particular "session" or logon. These cookies are deleted automatically the moment you close your browser or choose logout/exit from the web site. Examples would be online banking services. Such cookies are usually safe as they are automatically deleted from your system the moment you exit from the sites.
Persistent and session cookies differ as their life span and lifetime are different.