Hint: It’s why every site asks you to accept cookies.

You’ve seen the pop-ups: “This site uses cookies to improve your experience. Please accept cookies.”

Cookies do improve your experience. They function as the website’s short term memory; with each new click you make, cookies help the site identify you as the same person. Imagine every time you add something to your cart and click away, it disappears. Or each time you load a new page on Facebook, you have to log in again. Without cookies, the online world we know today couldn’t exist.

But that world relies on advertising, which gives three kinds of companies a strong incentive to track your online behavior. Brands want to sell products by serving you ads for things you’re likely to buy. Platforms and publishers — like Vox — want to make money by serving those ads when you’re on their site. And middlemen are in the business of ensuring the ads from the brands are delivered to the right people.

In this video, we explain how cookies work and what you should know about how they’re being used. And we get a little help from the man who invented them.