Relax!!
Cookies are just small .txt (text) files that by themselves cannot hurt your computer. Cookies are "set" by almost every web-site that you visit, on every visit. You can delete all your cookies today and by tomorrow you will have dozens again just be visiting web-sites.
Cookies do not slow down a computer, at least the first million or so that you might have on your computer!
They are not a virus or spyware, BUT some people consider "tracking" cookies to be an invasion of privacy.
Tracking cookies are usually "3rd party cookies" from advertising servers. They can track your movements around the web in order to deliver to you customized, targeted advertising.
And Doubleclick is a tracking cookie probably from one of the ads right here on Yahoo.
It all depends on ones personal level of paranoia whether you consider tracking cookies some kind of threat. Some anti-spyware programs do not even report tracking cookies as even a minor threat.
Children are the people that are always the most nervous about cookies. Because cookies are an easy way for Mommy and Daddy to find out exactly what their darling 'lil b@$^@#d$ have been looking at on the web.
Personally, If I happen to remember it, I will delete my cookies every 6 months or so :-)
Cookies are much ado about nothin'.