This page explains what is stored on your device when you use this site.
Some storage is necessary for the site to work at all — remembering that a page has loaded, keeping a game frame in the state you left it. Without it, pages would not function correctly.
Beyond that, the site measures how many people visit and which pages they open. This is counting rather than tracking: it tells us that a section is being used, not who is using it.
Embedded games may set their own storage, typically to save progress within the game. That storage belongs to the developer of the game rather than to us, and we do not read it.
Your browser can block or delete any of this. Blocking the necessary storage will stop some pages working properly; blocking the rest will not.