If you're worried about tracking cookies, I wouldn't expect places like youtube to be "safe" !
In most cases, tracking cookies are a low threat and enable sites to offer you what they'd think of as a "richer" experience. Whether you think of that as richer or not is up to you(!) Eg - youtube and other sites invariably display adverts offering me products (shoes, whatever) that I was browsing in the past.
However, a tracking cookie (or the results it gives) could be used for nefarious purposes. So a Spyware program is going to regard ALL tracking cookies as a potential threat unless you tell it otherwise.
I used to worry about this stuff (I used Spybot Search and Destroy for many years). But the scans etc were taking longer and longer as the database of threats got bigger, and the resident shielding programs were using up resources and slowing the machine down. And in all the years I was doing it, alongside all the tracking cookies, SSD only found and fixed 1 or 2 things that I considered as "hey! who put this sh1t on my machine??!"
In the end I decided to stop worrying and got rid of all the "extra" protection on my PC and laptop. I'm on Win 8.1, I use the Windows firewall (there's already a perfectly good firewall in your router anyway unless you're doing seriously dangerous browsing), and Windows Defender for virus/spyware protection. No problems at all, and the thing runs a lot quicker.
I tend to look at it this way now:
Q: Why do I have a computer?
a) Just to run a bunch of security programs to protect my computer
ORb) To do stuff like browsing, emailing, word-processing etc...
You can so easily get sucked into a)!
You need some protection, but your router's firewall and Window's Firewall and Defender are pretty much good enough for my internet behaviour.
An additional dedicated spyware program is possibly a good idea - but it depends how much of your own time and effort you want to put into running it, understanding what's happening, and (if possible) training it to do what you want.
