Safari 8 (Yosemite): cookies and website data
Websites often store cookies and other data on your Mac. This data may include information that you have provided, such as your name, email address, and your preferences. This data helps websites identify you when you return so the site can provide services for you and show information that might be of interest to you.
By default, Safari accepts cookies and website data only from websites you visit. This helps prevent certain advertisers from storing data on your Mac. You can change your preferences so that Safari always accepts or always blocks cookies and other website data.
Choose Safari > Preferences, click Privacy, then select an option for “Cookies and website data.”