If you're curious and don't know, here's my (relatively) short explanations:
What cookies do
Cookies are small files that websites save on your device. They're used for things like keeping you logged in, saving your preferences, etc., but mostly to keep track of user data. Cookies can be read by other websites, so Google can see your Amazon cookies, etc. Stuff like Duck Duck Go & browser "incognito" modes will automatically decline cookies for you.
What cookies don't do
Preventing cookies doesn't stop people with access to your internet connection from seeing what you're doing (ex: your internet provider), so it's not really private. It also doesn't prevent websites from seeing your device & usage info during a single visit.
What TOR and VPNs do
TOR is a browser that adds another level of privacy by basically obfuscating your IP address. It's technically not the fastest way to browse, but it prevents people from identifying your machine as easily because it lets you pretend to be another machine. VPNs do this for everything on your machine, including internet stuff you do outside your browser. Ex: online gaming, software updates, etc.
Disclaimer: I work as a web developer at a college, so while I see the value of TOR & VPNs, I'd personally find it really annoying if everybody started using them. We use user data to make our websites better, so if we stopped being able to see that data, our team would have a hard time convincing our bosses to let us spend time on improvement stuff.
For example
We want everything to look good on all devices (phones, computers, tablets, your unnecessarily web-enabled shoe, etc.), but our bosses only use (very old) computers. When they send us stuff and say, "put this on the website and make it look exactly like this," sometimes it's a really, really bad idea to do it the way they want.
Tables and charts, for example, may look nice on your computer, but they're impossible to read on a phone. Having user data lets us say, "We're not going to do your way because half of our users won't be able to read this." Without user data, we can tell our bosses it's not a good way to do things, but they're just going to shrug and say, "But it works for me!"
Don't even get me started on getting our bosses to let us spend time on accessibility issues (making sure websites are usable by people with disabilities).
