Is it ok to clear everything in recent history selecting cookies or are there some folders I should keep unchecked?

I choose "tools" "clear recent history..." and set t"time range to clear to: Everything" in mozilla's browser. I selected "cookies" and clicked on 'download and browsing history,' to delete. I left the other boxes unchecked. Should I have clicked the other boxes to delete all cookies? Would that have caused me any problems, or just what is the consequences in doing so? I'm not really familiar with cookies, except for I do not want others passing my info. on to others or for them to keep tract of everywhere I go on the Internet.