Why do cookies have my name in them, and do the sites I visit see that?

[Hansika]

When I delete cookies on my computer I noticed my name is on them. Do other websites I visit see my name on the cookies they place on my computer? And how would I change my name for security and privacy concerns if this is the case? For example, If I visit the IRS website, I am not happy that they would have my name and know everything I visited. I know I could visit through another website where my id would be hidden, but that's a pain in the neck. I would think when I first register a new Microsoft Windows this is when my name gets listed onto my internal cookies.