iPhone: On your iPhone go to your Settings, click on Safari, then in the Accept Cookies make sure it's set to "from visited".
Windows Phone: On your phone go to Internet Explorer, tap on the ellipses (...) at the bottom right, scroll down and tap settings, make sure "allow cookies on my phone" is checked.
Android: On your phone go into phone settings, tap applications, tap manage applications, tap the all tab then scroll down to internet and go into it. From here you can clear data and cache.
Chrome Browser: From inside the Chrome application at the top right of screen click the menu button(3 lines icon). Goto Settings -> Content Settings -> turn on 'Accept Cookies'.