What are third party cookies?
Third-party
cookies are cookies that are set by a website other than the one you
are currently on. For years, brands have been using them to track
website visitors, improve the user experience, and collect data that
helps them target ads to the right audiences. They are also used to
learn about what their visitors are checking out online when they aren't
on their websites.

You can learn more about cookies
here.
Because
Chrome, Safari and Firefox will all no longer support this type of
data tracking by 2022, publications like Digiday are calling Google's
phase-out the "death of the third-party cookie."
Firefox
call this cookie blocking technology "Enhanced Tracking Protection" and is indicated by the shield icon to the left of the website address
bar
Clicking on the shield will show current status for the current site

Mozilla (Firefox) have produced
this article explaining in detail what the shield does and how to manage issues
Google
Chrome have a setting which blocks third party cookies by default and
is indicated by the 'third party cookie' icon to the right of the website address
bar
Clicking on the icon will show the blocked cookies for the current site
What to do if a site seems broken?