My blog, among many others, is using internet cookies.
What are internet cookies? Cookies are small piece of data that are stored by the browser on a visitor computer, tablet or mobile phone while browsing the web pages. Cookies allow websites to store things like user preferences.
You can find out more about cookies in Wikipedia: HTTP Cookie. They explain it better than I do.
You can also watch a video by Google explaining what cookies are:
If you want to find out more about how and for what WordPress is using cookies here is the source:
If you want you can disable cookies in your web browser. Below are links to tutorials how to adjust cookie and site data permissions for most common web browsers:
If your web browser is not linked above but you still want to change your cookie settings you can always contact your web browser support center and ask them how to do it.