"I am pretty sure that the reference is to Hansel & Gretel. Becuse a web connection is stateless there is no way for the web server to remember you from one connection to the next unless you send it a token to remember you by. So the web browser will drop "cookie crumbs" on your hard drive so it can remember where it is and not get lost in the forrest (and keep your Amazon shopping cart up to date)."
This sounds pretty good to me.
Joanna