What are Cookies for ?

Hi everyone,
I am doing java on my own and curretly am at Servlets. I have studies Cookies but some concepts are still unclear.
1. Why do we use a cookie ?
2. What kind of data we generally store ?
3. Why can we store only one value in the cookie ?
4. Can anyone directly retrieve the value from a cookie ?

http://www.webopedia.com/TERM/C/cookie.html
http://www.webopedia.com/DidYouKnow/Internet/2007/all_about_cookies.asp

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