When connecting to a VPN, do I have to delete the cookies in my web browser so that my computer doesn’t know my actual location?
You should probably use a different browser for your VPN traffic. Preferably a different machine/VM. Preferably Tor rather than a commercial VPN. Preferably on an open source OS, on open source hardware.
It all depends on who you’re trying to hide your traffic from, and how much you think they care.
Yes. VPN obfuscates your source IP address, which prevents services from being able to identify you by your IP address. Even with a VPN, cookies can still be used to identify you.
Think of it like this…using a VPN is like using a public hotspot to connect to the Internet. Your IP address can’t be used to identify you in that case, but your computer will still have all of its cookies, so if you’ve previously accessed a website without using VPN, and then access the same website later on while using VPN, the website could still potentially access the cookie stored in your browser and tie the sessions together.
It would be best to clear your cookies or use incognito mode in your browser to prevent websites from being able to access cookies on your browser. Even better would be to use a different browser because in addition to using cookies, many websites will use a technique known as browser fingerprinting. It essentially looks at the combination of what browser you’re using, what operating system you’re using, what plugins you have installed, etc. That combination can often be unique enough to let a website identify you even without using cookies.
You pretty much got your answer but to condense: yes remove cookies or switch to incognito. Website will primarily track you through cookies, if you don’t have any they’ll try your IP (which will be your VPN providers’). If you’re trying to do something nefarious, then you’d need a whole other approach, which I won’t detail here. Search for opsec if you need more details!
If you are worried about the destination you are visiting the best thing is to boot onto a USB with something like Tails which means the hardware would be the only thing identifying you and if that is a worry you probably shouldn’t be doing whatever it is you are hiding.
Using Linux is not hard but it takes a little reading initially.
Always Tor AND a VPN if you really care about privacy
This isn’t bad advice, but I feel like it doesn’t directly answer OPs question because tor and VPN deal with network identification (i.e. IP address) and cookies deal with browser identification.
As far as cookies, if you’re using VPN the simplest solution is to use a different browser, or at least use something like incognito mode to prevent cookies from being used to track you.
And order matters.
You - VPN - Tor = good
You - Tor - VPN = bad
Oh then you don’t need all of that. In fact it can be counterproductive, because the bank sometimes will ask you one of your secret questions, and if you select the checkbox to not ask again, will put a cookie on your browser. If you go back in incognito, they will ask the question each time. Also if you’re using a VPN for your bank, they might lock your account out on suspicion it was hacked (especially if the exit node is in a different country). Bank websites are a different animal that the rest of the web.
In your case, if you’re worried about viruses, you can spin a virtual machine running one of the Linux flavors and use that for your banking, once you’re done you shut it off until next time. Pretty much zero chance it gets infected by something, the cookies for your bank will persist from one session to another, and it’s isolated from the rest of your OS…