So hexbear (like any site you log into basically) uses one cookie to store your login token, which lets you use the site without submitting your username and password every time you do anything and stay logged in between sessions. This is not a "tracking" cookie, and other sites are not able to access it. Browser security and privacy around cookies has improved a lot over the years.

tracking across the web by social networks and advertisers, afaik has been accomplished by having a little piece of the website you are on load in from an entirely unrelated server (like an embedded facebook like button, or an ad). when that code loads in, it can read its own cookie (from when you last browsed facebook or saw an ad from that ad network), and tell what site you are loading it from, keeping a record of your activity over time around the web.

Hexbear does not embed these sorts of malicious bits of code into the site, and scrubs the "referrer" header so that your browser doesn't reveal you came from hexbear when you are linked to an outside site from here, so it is protected from other sites you browse being able to track you here