When you are visiting a website, your browser will request the page you want to view to the server and then the server receive and process it then return it to your browser, then your browser will render the code it received and you will see the page and the information you want to read. See the flow chart below:
You -> Request a page to a website -> Your browser send the request information -> Web server receive and process the requested information -> Web server return the result -> Web browser receive and render the result to your monitor -> You got the information.
So if you are interested of what your browser sending and receiving when you are browsing, you can use some useful tools:
1. Firebugs, Firefox extension
Download the Firebug extension to your Firefox and install it. It will available the the footer bar with bugs icon. Click the bugs icon and choose “Net” tab, refresh your page and you can see what exactly your browser request and response there.
2. Rexswain HTTP Viewer
This is a great online tools to analyze your HTTP data. What been sending and been receiving by your browser when request to a web page.
Beside to know the cookies data, you can find another data, like header response code, transfer encoding, cache expire date, and more. This information is a basic data to optimize your website, for faster loading time and reduce load to your web server