clarry: gog.com can track cookies set by gog.com when you visit gog.com.
In general, random sites can't track cookies set by other random sites.
Yup. The only real way in which cookies can be used to actually track you is via stuff like openauth.
lazydog: I appreciate the detailed response. But I am not convinced.
I'm not trying to convince you, if you're willing to trade account security for not having cookies, then that's entirely your own call to make. Worst case scenario somebody hijacks your account and you have to contact support, not like that's the end of the world.