cookies means random number selected from session pool..
to test cookies
1.when user log in by entering cookie number in place of
password it should not log in
2.cookie should vary session to session,no unique cookie
3.when user is not in use of particular page for longer
period of time then that cookie will go off and it should
display message as "page has been expired".try again...

Cookies means its a temporary storage area. 
Depend on the browser settings all the page details eg:
URL's and user logins and passwords and other elements will
be stored. 

to check the cookies by setting the time period for expiry
by incrementing and decrementing.

if once the stored data is deleted, should check if the data
is still remained and accepting the pages with out
authorizations .