This is generally false.  Others on the internet that wish to know who you are, and possibly view the contents of your personal computer are prohibited by Internet design and computer software.  There are exceptions only if you offer them a "cookie".
    Computer operating systems, like Win XP and 98, have a file (a cookie jar) filled with data elements (a record or "cookie") that you permitted the external entities to put their piece of data into your "cookie" file.  If you allow Internet entities to look into the "cookie jar" for the record they put there, then they can find that piece of "data" that permits them to know "who" you are.  While, they can look at all the "cookies" until they find their cookie (or possible ignoring their record and reading all the cookies) that is as far as they are permitted to view the contents of your personal computer.
    The external entity "tastes" each "cookie" to see if it is theirs, then the data in the cookie record looks into their computers for records with more data about "who you are".
    Remember, you need these "cookie" to enrich your life on the web.  "Cookies" are like keys, but "keys" and the locks they open, are only made for honest people!