This is actually pretty cool. If you go to gitlab website, you are presented with a tool at the bottom that shows you what they use the cookies for, and allows you to control which you accept.
This is in a turn a requirement (partially) driven by the EU GDPR.
Now, there are browser and other tools that allow some, but to see it here presented with the what and the why, I like.
They are using a tool called cookiebot. Check it out!
So for example I see gitlab has used a Facebook cookie (at right). And its used to deliver real-time bidding and advertisement. Since gitlab doesn't have any ads, this means there is a revenue stream somewhere else. Interesting.
In the top image we can see a 'BigIP' cookie. This is added by an (F5) Load-Balancer, presumably to lock a session to the same backend.
Anyway, I like the transparency here. Give it a try.