Yummy sweet thing that you can eat. From the Dutch word koekje, which is a little 'cake'. In Dutch we have a very nice saying 'giving someone a Koekje van eigen deeg' (Just heard a very nice American saying 'the way the cookie crumbles'). Sometimes used to refer to an attractive woman or someones personality (a though cookie).
Also a small amount of data hidden in the HTTP header that gets entered into the Magic cookie file of your web browser.