A cookie is a little ID card that is placed on your computer by a web server.
Once you have a cookie, then every time you visit our site we know that it's you. Actually we don't know that it's 'you', we only recognize your browser. So if you use a different machine, or even a different browser on the same machine, then we will think you are a new visitor. If someone else uses your machine, and the same browser as you, then when they visit the site we will think they are you. That's why, if you share a machine, you should always logout at the end of a session. Most websites routinely log visitors. Web servers have access to small amounts of information, such as which browser you use, and the site that you came from to get here.
Any more information has to be submitted by you. Anything you don't tell us, we don't know. Anything you don't want to tell us, we won't know. Any information you do submit, is stored in our database against your cookie. This means that we can tailor the site to your preferences and you don't have to re-enter your details every time you come to the site (eg. we know your address from the last time).
This information is not stored on your machine, it is stored here, at our site so no-one else has access to it. The only information that we have is what you tell us. We don't even know your email address unless you tell us what it is.