First-party cookie
The first party cookie refers to the cookie domain created accessed by network users. For example: When a user clicks on my blog rrdaj.com via a web browser, the browser sends a request to a web page on the first page, this process requires the user to interact directly with rrdaj.com. Such a web browser on this data is then saved to a file on the user's computer under the "rrdaj.com" domain name.
Most web browsers support first-party cookies.
why?
Because if you disable first-party cookies, when you browse the web from one jump to another page when the site can not track your activities. Another example: Each time you add a page from another site to the shopping cart something, it will be treated as a new action without being recorded, so you will not be able to buy more goods online in the same transaction.
Third Party Cookie
Is to establish a third-party cookie domain name (URL address bar) in another domain name is not accessible to you, such as: ad network providers is the most common source of third-party cookies, they use them to track user behavior across multiple sites, Of course, these activities can be used to adjust the ad. In addition images, Java and iframe will usually result in the formation of a third-party cookies.