A full list of the cookies used by Hotjar can be found on Hotjar Cookie Information.
To function properly, like most tracking tools, Hotjar stores first-party cookies on your visitor's browser. Cookies are either set by the Hotjar script, or by visiting the Hotjar site. This is needed to display the correct content to your visitors.
Hotjar does not track or record visitors which have cookies disabled. In fact, the Hotjar script doesn't properly load its' different components if it detects that cookies are disabled. Learn more
If you are looking to opt-out of being tracked by Hotjar, you may do so here.