If you are concerned about security but want to maintain the ability to use sites that require cookies, you can make Opera delete the cookies each time the browser is closed. To do this:
1. Open Opera.
2. Click Tools and select Preferences.
3. Select the Advanced tab.
4. In the left pane, select Cookies.
5. In the middle of the right side, check the Delete new cookies when exiting Opera checkbox.
6. Click OK.
7. Close and reopen Opera.