There are millions of them. It would be a very long list.
Cookies are not malware, they are snippets of info that the site gets so the next time you go there, it's faster loading up.
Any porn site should be looked at with suspicion, never click on any link if you don't know what it is.
If you are browsing and you get a big pop-up warning you that you are infected or similar, that popup is the actual malware! Don't click on any part of it, not even the X in the corner, just back out, close the browser and try again.
Don't open any attachments if you are not sure what they are. If a friend send you email with unexpected attachment, contact them via another media and ask if they actually sent you anything!!
Don't sideload any apps...
That's online safety in a nutshell really.