You don't "need" to. Cookies are used by websites for various things, such as saving your login so you don't have to log in everytime you visit the site, savings shopping carts, etc.

However, if you are worried about them, you can delete them. It's very much a personal preference (I personally do not delete cookies unless I'm diagnosing a specific issue)

Hi, you can. If you are using some of those cookies for auto remember passwords and site preferences which I am sure you know the names of then go in and manually clear out all the other cookies except those.

Once do that then a once a week chore to go along with Windows Disk Cleanup and Defrag along with your virus scan.

What you really need is to clear out the cache now and then. That is where old data can be found.

Type about:preferences#privacy<enter> in the address bar. The button next to History, select Use Custom Settings.

At the bottom of the page, turn on Clear History When Firefox Closes. At the far right, press the Settings button. Turn on ONLY Cache and Form And Search History leaving the others off.

You can set network.cookie.thirdparty.sessionOnly to true on the about:config page to make third-party cookies behave as session cookies that expire when Firefox is closed.

You can open the about:config page via the location/address bar. You can accept the warning and click "I accept the risk!" to continue.

• http://kb.mozillazine.org/about:config

Let the cookies expire when Firefox is closed to make them session cookies instead of using "Clear history when Firefox closes" to clear the cookies.

• Options/Preferences -> Privacy & Security
  Firefox will: "Use custom settings for history" -> Cookies: Keep until: "I close Firefox"

You can create an "Allow" exception to keep specific cookies, e.g. cookies to make a website remember you, login automatically or keep specific settings.