Enable Cookies in Firefox on iPhone
The Mozilla team have taken quite a modern approach to Cookies for Firefox on iOS. That is to say; they've completely removed the settings controls for them and instead use settings that are probably the best for most people.
As such, we can't give you a guide to change your cookie settings; but we'll explore what those default settings are and what it means for you.
In Firefox for your iPhone, first Party Cookies are always allowed
Firefox is now set to always accept first party cookies and this cannot be changed. And so while we can't give you a guide for changing this setting, we agree that this is probably for the best anyway... Most modern websites rely on first-party cookies to work (for logins and sessions) and disabling first party cookies probably does lead to a lot of unnecessary problems for unskilled users.
It also isn't really a huge security concern... remember, first party cookies are set by the website you're actually visiting - so if you trust that website enough to interact with it, it generally means you trust it enough to allow it to set cookies on your phone. The privacy problems can come more from third-party cookies...
Third-Party cookies are always blocked
Third party cookies are now always blocked by Firefox on iOS! Even when you disable the "Tracking Protection" setting, Firefox still doesn't let third-party cookies get set. There's also no setting to change this behaviour.
Frankly, while it still seems a little bit heavy-handed to completely remove the choice at all, we do tend to think that this is actually erring on the side of protecting Firefox's users privacy - which is a nice change these days.
Mozilla (the company that makes Firefox) is a non-profit organisation who does care a lot about your privacy online.
So while you can't actually block first-party cookies, don't forget that you can always keep clearing your cookies in Firefox whenever you've finished browsing the web. Alternatively you can consider using the Private Browsing tabs which don't keep your data once you close them.