I challenge you to find a website that doesn't store some sort of cookie on your machine; even the ones with a cookie banner do after you clock "no cookies for me" (they use a cookie to say that you don't want cookies!).
What is a cookie?
A cookie is a small message that a web server passes to your web browser when you visit a website. The browser stores the message in a small file called a 'cookie'. When you request another page from the same website your browser sends back the cookie along with the request.
This allows the server to know it is you again; one very common use for a cookie is to store a small session key. This key then allows you to access your logged in session again when you click on a link (this is why you don't have to log in every time you click on an email in your webmail client).
Why is it called a cookie?
To be honest I am not really sure; some people say it is in reference to the 'magic cookie' in UNIX systems. I like the story that it refers to Hansel and Grettle leaving their cookie crumbs around the forest to track their path (imagine the cookies being left as you take your path through the internet).
Are cookies dangerous?
The simple answer is no; in and of itself a cookie is no more dangerous than a post-it note. A cookie can't execute code on your computer; it can't download anything nasty or steal your bank details. That being said, a cookie can be used to track you as you travel around the internet. Some websites use ad-networks (melodiouscode.net, at the time of writing, does not), when one of those networks places a cookie it can be detected again by the network on another site that uses it. Thus tracking you from website 'A' to website 'B'. This generally occurs without the users explicit permission; this is why we hear about them in the news sometimes.
Should I disable cookies in my browser?
I like my privacy as much as the next person; but I would not recommend disabling cookies. Doing so will break many of the websites you use on a daily basis; and website that you login to will normally use a cookie to provide that login (your emails, bank account, and even government websites).
There are tracking cookies out there; many web browsers have the ability to prevent known agressive tracking cookies from being stored on your website. Equally you could use an ad-blocker; they block many types of cookie that are not required by the website.
What cookies does melodiouscode.net use?
At the time of writing (18th March 2018) melodiouscode.net does not store any cookies on your system. I do however present the cookie banner just in case Ghost decides to start using cookies without me realising!
You can check what cookies this site presents without having to download them yourself over at www.cookie-checker.com.
Update: I do now use Google Analytics purely to see if and when people are reading the site; I do not harvest any data about my users and I have the data retention settings set to their shortest time.