Cookies?

I tried to log into GN earlier this morning but there was a huge 'special message' something about GN having to put cookies onto my computer to enhance this, that and the other - so GN would know favourite forums etc?
I was asked to click to 'agree' to these cookies being installed.
If I didn't agree I could still look at the site but would not be able to log on?
As I am a total technophobe I wasn't sure about this so I didn't go any further. I came on to GN just now to show my DH the message and ask his advice but the message wasn't there and I have obviously logged on as usual!
Anybody else get the message? Was it genuine?