I have been confused at times with a similar issue. I often cruise by here for a quick look without logging in. I find that unless I log in when I visit, I will sometimes I see unread posts marked as read. My solution is to log in when I visit and otherwise pay no attention to the indication that threads have been marked as read.
I use proxies. It is possible that a different user has recently used the ip address the proxie assigns to me for my session. If a user (such as a robot or spider) has been searching here from the same ip address (automatically assigned by the proxie), this could happen. If I log in, then I never see any mis-marked posts.
Another possibility is that someone at your physical location is
unintentionally inadvertently using your account. If you see this problem when you are logged in, maybe change your password.
I don’t see how cookies would cause this. At least not in my case.
[edit- I just logged in this morning and saw threads marked as read that I know I have not read. So what do I know?]