A cookie is a small piece of information that allows a website to identify you. This might be you personally such as when you log into a site, or just your machine when you visit a site.
Not necessarily. If you log into a website, then yes they will know you by the details you signed up with. If you have not given the site any details they won't know.
A cookie would allow a website to know what page you looked at.
We only set one cookie that hides the splash screen on site entry. This way you can open the site in another tab/window without having to see the splash screen again. This cookie contains no identifiable information.
Third parties are other websites who provide parts of this website, such as Twitter an Facebook feeds.
You can delete any cookie you don't want from your browser, here's a list of the most popular browsers and links to information on how to delete cookies.
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