Cookies are an integral part of web functionality, it is one of the few ways that a logged in session that can reliably tracked. Without cookies you would not be able to log in to websites. So disabling them entirely would break many web experiences, like the one you just had where you posted this question, and the one I just had where I posted this answer. Without cookies the server would not know that we were who we claimed to be.
Cookies are an overt and intentional session tracking mechanism, they are by no means the only method of tracking users across sessions. They are, however, one of the only such mechanisms that serves a legitimate purpose and that provides the user a level of control over. Browsers have a litany of covert storage/retrieval methods which are as effective for "tracking" as cookies are over the duration of a session, potentially more so since the user can't configure the browser to configure explicit control over them like they can with cookies.