If you aren't tech savvy I wouldn't change much in the security tab. You should restrict yourself to the default settings for each zone. The most important one is for the "Internet" zone which applies to most sites you visit, having the slider on medium high and enable protected mode is recommended. If some sites you trust don't work properly you can always add them in the "Trusted Sites" zone.
Cookies are located in the privacy tab, again the default medium setting should work fine.
Other settings having an impact on security are located in the advanced tab, these are : enable third party extensions (checked by default) and all the settings under security (including enable enhanced protected mode which is off by default but you can try enabling and see if you're comfortable browsing with).