Webtrends Analytics 9 Adminstration Guide, November 2012
For most business models, first-party cookies are regarded as the most reliable method to measure visitor activity. A cookie served directly to your visitors by your own web server is registered by the browser is a first-party cookie.
Whereas a third-party cookie is set by the analytics vendor, an entity with which the web site visitor does not have a relationship, the first-party cookie is set by the business or organization with which the Internet user has specifically chosen to do business. Because of this relationship, the first-party cookie is deemed a more secure cookie by the user.
First-party cookies are considered less of a security risk than third-party cookies and are more likely to be accepted by the browser. By issuing first-party cookies, your benefits include: