Cookies are pretty helpful when used to improve your visit to a website. They keep you logged in, remember what you were shopping for, and help the website with analytics. However, you may object to a website you are visiting to allow tracking cookies from a 3rd-party marketer or a website you did not visit. And, you may not want websites you visit to track your activities beyond the site. That’s what cookie blocking and Do Not Track requests do.
Websites can choose whether or not to honor your Do Not Track request since compliance is not mandated by law. Security-oriented browsers block and delete cookies and provide enhanced tracking protection.
Chrome is the only browser of the top three that does not block third-party cookies by default. You can enable that function in the Privacy and security section. (Google has announced that Chrome will block 3rd-party cookies by default beginning in 2023, but that has been delayed in the past).
Edge blocks third-party cookies by default. You can modify them in Settings.
Firefox settings block third-party cookies by default, but you can modify the settings to suit your needs.