Third party Cookies are cookies created by other sites (ie that comes from another domain (ie a third party) than the hosted web page.
These sites own some of the content, like ads or images, that you see and was included on the webpage you visit.
Technically, if the apex domain of the cookie domain property is:
While the server hosting a web page sets first-party cookies, the page may contain:
in other domains which performs cross-oirgin request and may set third-party cookies.
Third-party cookies may be used for cross-origin/cross domain authentication
Embedded HTML can be personalized.
For a browser, Third-party cookies are cookies:
You should note that the browser configuration may deny third-party cookies.
The browser follows CORS and cookie samesite to allow or deny third-party cookies.
In the devtool, you can check the cookie value that is sent and received.