"Why doesn't Cookies work for me?
Please read Cookies.txt (also available in the tarball).
In a nutshell: Because of privacy considerations Dillo comes with cookies disabled by default. The above document explains it in detail.
Configuring cookies in Dillo is easy. For instance, some lines like these inside "~/.dillo/cookiesrc" could be enough to get you started:
Note: only the first Dillo instance, and all its child windows, will be cookies-enabled. If you launch another Dillo, it will disable cookies. This is a BUG and it will be fixed in the future, either by making cookies a plugin or by handling the race condition."