Account numbers and passwords are not stored in cookies. They are in the registry. It sounds very odd that it would give you a new account number. Is it possible you already had 2 previous accounts?
The reason cookies are important is if a player visits your website, clicks on your link for casino X, but doesn’t download it. Say 3 days later he decide, you know maybe I will go to casino X and give it a try. He types casinoX.com in his browser and downloads the casino directly. In theory he has a cookie from 3 days prior telling the casino that he is your player. If the player cleared his cookies, or rejected the cookie you will not get credit for that player.