I understand your difficulties; it can be a bit overwhelming to learn programming in Perl, Unix, HTTP etc. all at once (as I did, a few years while ago). Regarding your example -- just a few days ago somebody gave an explanation about how cookies work (I forgot the thread, sorry). Yes, that's not purely perl, but it was related to a problem solved in perl.

On the other hand, there are questions like this one, which have nothing to do with perl at all. This question should have been sent to the ISP's support. If someone were to come and say, hey, I'm doing this Cold Fusion/Javascript page and am using cookies, I am sure people would be much less willing to explain the basic principle behind it.

There are actually a lot of purely CGI-oriented resources on the web. You might want to check out http://www.cgi-resources.com, they have a lot of tutorials, links etc.