Cookie is a small text file which is created by the client’s browser and also stored on the client hard disk by the browser. It does not use server memory. Generally a cookie is used to identify users.
A cookie is a small file that stores user information. Whenever a user makes a request for a page the first time, the server creates a cookie and sends it to the client along with the requested page and the client browser receives that cookie and stores it on the client machine either permanently or temporarily (persistent or non persistence). The next time the user makes a request for the same site, either the same or another page, the browser checks the existence of the cookie for that site in the folder. If the cookie exists it sends a request with the same cookie, else that request is treated as a new request.
Types of Cookies
1. Persistence Cookie: Cookies which you can set an expiry date time are called persistence cookies. Persistence cookies are permanently stored till the time you set.
Let us see how to create persistence cookies. There are two ways, the first one is:

Response.Cookies["nameWithPCookies"].Value = "This is A Persistance Cookie";
Response.Cookies["nameWithPCookies"].Expires = DateTime.Now.AddSeconds(10);
And the second one is:

HttpCookie aCookieValPer = new HttpCookie("Persistance");
aCookieValPer.Value = "This is A Persistance Cookie";
aCookieValPer.Expires = DateTime.Now.AddSeconds(10);
Response.Cookies.Add(aCookieValPer);
2. Non-Persistence Cookie: Non persistence cookies are not permanently stored on the user client hard disk folder. It maintains user information as long as the user accesses the same browser. When user closes the browser the cookie will be discarded. Non Persistence cookies are useful for public computers.
Let us see how to create a non persistence cookies. There are two ways, the first one is:

Response.Cookies["nameWithNPCookies"].Value = "This is A Non Persistance Cookie";
And the second way is:

HttpCookie aCookieValNonPer = new HttpCookie("NonPersistance");
aCookieValNonPer.Value = "This is A Non Persistance Cookie;
Response.Cookies.Add(aCookieValNonPer);how to create cookie :
http://www.codeproject.com/Articles/244904/Cookies-in-ASP-NET
http://www.c-sharpcorner.com/uploadfile/annathurai/cookies-in-Asp-Net/