What is the operating system (including version) and browser you are using?
HP Desktop Pavilion.
I use Google Chrome. This issue just started.
I have a desktop Pavilion and I use Microsoft Windows 10.
The little boxes, like the one I've highlighted, aren't instructional examples. They're the actual controls for changing those settings. To disable local shared objects, simply set the slider to zero, and choose Never Ask Again. You'll probably also want to uncheck Allow third-party Flash content to store data. That said, these changes may cause some content to refuse to play on your machine.
If you're interested in the gory details, there are a number of great scholarly articles published on the topic from recent years. This one is pretty good: https://securehomes.esat.kuleuven.be/~gacar/persistent/the_web_never_forgets.pdf
If you want to avoid server-side or ISP-based tracking, then you'll also need to consider purchasing access to a commercial VPN service, so that your behavior is obscured to your ISP by routing all traffic to your VPN provider, and the true origin of your traffic is obscured at the recipient.