No risk. The only thing that will happen is that sites you have visited that use them won't remember your session information. Sites with shopping carts, for example, save your cart info in a cookie. If you go to a site, add something to the cart or wishlist, and then leave the site without buying, the stuff you added is saved in the site's cookie. (That's one use). Basically, cookies hold session data.
Deleting them means you may have to search for some data again or that some minor stuff won't be remembered.
No risk. The only thing that will happen is that sites you have visited that use them won't remember your session information. Sites with shopping carts, for example, save your cart info in a cookie. If you go to a site, add something to the cart or wishlist, and then leave the site without buying, the stuff you added is saved in the site's cookie. (That's one use). Basically, cookies hold session data.
Deleting them means you may have to search for some data again or that some minor stuff won't be remembered.