The header information with a cookie can look something like the following:

Set-Cookie: user_id:dajohn13; domain=.somedomain.com; path=/cgi-bin;
            expires=Sat, 01-Apr-2003 11:30:00 GMT; secure
[download]

That is sent as plain text, which is not secure. Whatever values you set for the cookie can then be sniffed, so sensitive information shouldn't be passed this way.

In the example above, the secure parameter is used, which means that the browser will not return the cooking unless you are using a secure URL with the https protocol. That should provide adequate security and will make your scripts much safer if you plan to use cookies.