what u should be storing in the cookies, it's all up to you. What I mean is, people usually have different information, set for cookies.
For my case, I save username, member level and a checkpoint (this cookie contains an encrypted value to verify that the username and member level are not altered by user)
So, you may want to save the username only, for instance.
To check whether a cookie has been set or not, you can do the following:
if (isset($_COOKIE['username'])){
print "Cookie is set!";
}else{
header("Location:login.php");
}
HTH