An HTTP "cookie" can be baked many ways by Javascript and PHP

Initially you wont see your name in the box. This is because this page is being generated, in part, by the JavaScript "document.write()" function (view source to see it).

If you submit the following form to the server, however, you will then have a cookie, which, if you reload this page, will be visible to Javascript.

The following link takes you to Javascript documentation that includes examples of using Javascript to create cookies
Discussion of cookies