3rdKey for safety
Under certain circumstances, cookies are dangerous, yes.
We know that a cookie file can only be read by the domain that wrote the file, so this should prevent one site from knowing about what's happening on another site.
However, and this applies mostly to advertising cookies, but it also applies to other types of tracking cookies, if a domain, some_domain.com, has a bit of code on two different sites, it can transfer data between sites.
To clarify, if advertiser.com has an ad on Amazon and also on Ebay, adverser.com can tell Amazon what you were looking at on Ebay.
If site_statistics.com is the most popular company for keeping track of how long pages load, helping sites improve their web sites, it also knows every single page you visited for as long as it's cookie has been on your device.