You can delete all cookies that are already on your device and prevent them from being placed. If you do this, however, you may have to manually adjust some preferences every time you visit a website and some services and functionalities may not work.
All major browsers allow you to change your cookie settings - for example you can set up your web browser to inform you when you receive a cookie, giving you the chance to decide whether or not to accept it. You can usually find these settings in the 'options' or 'preferences' menu of your browser. To understand these settings, the following links may be helpful, or you can use the 'Help' option in your browser for further assistance.