Potential Cookie Issues

In performing research into various website potential issues, I've seen some examples of sites returning upwards of 6-8 individual Cookies. Exactly what impact does this have?

For example why would a site drop 6 cookies on me like this?

Set-Cookie: xid=*****; path=/ 
Set-Cookie: xid=*****; path=/; domain=www.example.com 
Set-Cookie: xid=*****; path=/; domain=www.example.com 
Set-Cookie: RefererCookie=deleted; expires=Thu, 28-Dec-2006 08:33:59 GMT; path=/; domain=www.example.com 
Set-Cookie: store_language=deleted; expires=Thu, 28-Dec-2006 08:33:59 GMT 
Set-Cookie: store_language=US; expires=Sat, 27-Dec-2008 08:34:00 GMT

I would think one Cookie is one too many? I'm used to doing everything in Sessions. What gives with all these damn Cookies? And what health risks are involved? ;)