Talk:Proxy Connection and Troubleshooting/@comment-24.96.87.140-20150426014143/@comment-26289928-20150426021213

Not really, there isn't any risk using these cookies.

This is how it works:

http://img1.wikia.nocookie.net/__cb20141031032428/kancolle/images/8/80/Region_cookies_101.jpg

It basically embeds those cookies inside your computer which DMM checks for, so no, it isn't like an Open Proxy where your data could be stored online. It's pretty much 1-to-1 between you and the DMM server.