Analytics cookies are created as soon as you visit a website on which a valid analytics tracking code is installed. Since all cookies are browser-specific, if you return to a website via another web browser then analytics will set a different set of cookies.
Advertising cookies are used for advert targeting/retargeting and behavioral advertising. By adding tags to a page advertisers can track a user or their device across different websites. That helps build a profile of the user based on their habits, so messages can be better targeted to their interests.