If you are using Drupal and have allowed anonymous user to leave comments on the site, you will notice that the core comments module adds two cookies named comment_info_name and comment_info_mail. These cookies allow the comments form to be auto populated with name and email on any subsequent comments from the same user.

For majority of users this is not something of a concern. Whist this is useful, if any cookies are passed back from client side in the request, Varnish will simply request the page from the back end instead of requesting the page