Hey there Arastar
Here is some brief words I have taken out of a couple of tutorials on the web about cookies, I have placed the links below incase you want to read further.
What is a cookie?
Most web sites store information in a small text file, called a Cookie, on your hard disk. Cookies typically contain information about you and your preferences for the web site you are visiting, so that the site can customise the web pages you see the next time you visit or go back to a previously visited part of the site.
A cookie can only store information you provide during your visit, based on the choices you make. A site cannot capture your email address unless you send it to the site, in a web form, for example. Allowing a web site to create a cookie does not give the site access to the rest of your computer, and only the site that created the cookie can read it. Credit card information is never stored in cookies.
For example, cookies are used to personalize Web search engines, to allow users to participate in WWW-wide contests (but only once!), and to store shopping lists of items a user has selected while browsing through a virtual shopping mall.
So to answer your question I would say, YES keep your cookies enabled, if you don't have your cookies enabled you will be unable to browse certain websites.
Hope this helps, I am sure other people will have their opinions.