Malicious Cookies: Cookies is a small text file that stores data up to 4Kb, so that the next time you enter a web page data is stored, such as your account already opened, or modifications you have made, it is special for WEB 2.0. While malicious cookies use this data to inject advertising that would be similar to what Spyware does, and can collect your information and sell it to third parties.
How to defend yourself?
Block cookies in your browser, this can be done through your browser settings.
Install third-party extensions to avoid all types of malicious cookies.
Updated antivirus.
Do not surf on unreliable web pages.