There was a time we all got cookies without knowing, then GDPR came along in 2018, which forced website owners to declare if there were cookies on their site.
What does a cookie do? It stores information on your computer about your use of a particular website, using a unique ID that does not identify who you are. The website cookie is then used to measure the number of times you visit the website, how long you stay and which pages you click on, etc. It is how website owners can declare the number of visits to a website in a given period, how many of these were repeat visits, etc. On more sophisticated websites the cookie can store information about goods you have looked at, which then allows advertising to be orientated towards the things you are looking at.
If you don’t accept the cookies, there is a likely chance you will not be able to proceed to look at the website. In most instances this would be because the site will not work WITHOUT cookies.
My advice is just accept the cookies. As I mentioned, you used to get them anyway.