Re: Cookies
Couple=2, you asked 3 
As you answered yourself, they can store login cred’s, time of visit, where u were coming from etc.
Yes, they can be stolen via scripts etc (Invest in extensions like NoScript and turn it on for shady sites)
Cookie is limited to the browser
If a cookie cannot be purged via normal browser functions, it graduates and is called a Trojan. For cleaning those use tools like CCleaner etc.