Tracking Cookies are NOT potentially dangerous.
They're tiny information files stored on your computer from websites to keep information such as your "Remember me" sessions, shopping carts, and many other things.
I'm absolutely sure you would rather these files be stored on your computer and referred to by the website rather than having the site store the file on itself with reference to your IP, you realize you have a dynamic IP. It gets changed and someone else using the same ISP happens to wander off to a site you use, and gain access to your account.