Three cookies are used on this site.
The most important cookie is called "MoodleSession". This cookie is technically necessary and must be allowed in order to provide continuity and to remain logged in when browsing the site. When you log out or close the browser, this cookie is destroyed.
The third cookie is purely for convenience, usually called MOODLEID or similar. It just remembers your username in the browser. This means that when you return to this site, the username field on the login page is already filled in for you. This cookie is not enabled by default. If you do not allow it on the login page, or if you subsequently disallow or delete it, then you will have to retype your username each time you log in.