Cookies are plain text files. They are not compiled so they cannot execute functions or make copies of themselves. They cannot browse through or scan your computer or otherwise snoop on you or dig for private information on your hard disk.
Cookies have a very limited function: to help your browser deliver the full features designed into many of today's websites. These features include smooth login, preference settings, themes, shopping carts, and many other features. Cookies cannot scan or retrieve your personal information.