59 Tracking Cookies Attacked My Computer

I am thankful that my computer and two other laptops have anti-virus in it. Today, as I was checking my mails, the Anti-virus program popped-up on my screen telling that there are threats running on my PC. It is also telling me that 59 Tracking cookies are trying to attack my computer. What are tracking cookies? Can this be harmful to our pc's? I will share next time what harm can tracking cookies do to our computers and personal data and information on pc's as well. Here is a screenshot I made in it. Sorry this is in German language. I try to translate it below;

"Norton Antivirus Online hat Bedrohungen erkannt, die Ihre Aufmerksamkeit erfordern"

English translation:
"Norton Antivirus Online has detected threats that needs your attention"

I immediately deleted these threats in my computer.