Theoretically is possible. You bring up a popup window with the cookies your server will send and ask the user to select which ones he wants. Then is up to your application how it will function with some, all or no cookies.
In reality now something like this will cause all kinds of problems. First the user doesn't necessarily know what each cookie does let alone if he understands about cookies in the first place. Then if he blocks the session cookie for example he may not be able to use certain pages of your site. You will need another tracking mechanism in this case, to identify if it's the same user (for example setting url identifiers).
If it's not for development purposes why would you want to confuse your visitors?