I want to keep my cookies and delete my distort so the browser doesn’t remember every thread link that I click on.
That's just a browser setting, but it's a global setting in your browser, so it will act the same on all sites you visit.
In Firefox, click Preferences > search "history" > untick "Remember browsing and download history" or tick "Clear history when Firefox closes". You may want to do the same for disk cache.
I'm not sure if this is what you were looking for, it's kinda trivial, and for sure not a Meta subject.