Regularly deleting cookie files reduces the risk of a malicious user obtaining information on your internet activities. In addition, deleting cookies can free up hard disk space (the browser allocates part of the memory for cookies and if you visit lots of different websites this can be quite large).
To clear cookies:
You can remove cookies that were previously installed by a specific page, or forbid this page to save cookies on your computer.
You can set exceptions for cookies in the browser settings.