I always get a message that ask me to accept "cookies". I never use to get this message. What are "cookies" and is it ok to "agree"

There is no correct answer to this question. Most websites use cookies to keep track of things like when you last visited the page, what clicks you may have made on that page etc. They are generally safe.

Many people opt out of this behavior, many people didn't even know it existed until a change in legislation in the EU. Many sites are now required to notify you of cookies and tracking, this all these notifications. If you trust the site or use it regularly, you can probably accept, if it seems fishy or you're only stopping by, it won't hurt to decline or ignore.

Also note that you can delete cookies from your system through your browser, using ccleaner, or manually.