Almost every website you visit puts a little cookie on to your computer. A lot of them count visitors and log the numbers on a site like Google Analytics so that the site owners can see how many visitors they get. That is how Google ranks sites by their popularity and puts them in that order when you search so you see the most popular ones first.
The site owner can also see which of their pages is getting them most customers and so on. Have a look at Google Analytics to see what they offer - and not just to big sites, you can sign up to it for your little blog too. There are dozens of similar analysing application sites on the net.
They should not identify your personal computer, just count you, and note whether you return, what browser you are using and maybe what screen resolution. They have an expiry date, which can be anything from one session to a few years ahead. Some note which other sites you have visited before or after, and send you relevant ads.
You can choose what your own policy is to cookies, somewhere on your browser - whether to accept all of them, whether to just accept ones from the site you are looking at or also from related sites, whether they should ask you each time whether you want to accept, whether to only accept them for one session. If you have them ask you each time you will soon see how many hundreds of them appear.
If you block all of them, you will not be able to visit any websites at all.