Spy cookies?!?!?!

Hello I am a gamer who primarily plays FPS games. I was recently playing a game called wizard101 which I decided to play to take a break from competitive games. I got an alert saying something along the lines of “We discovered you have spy cookies on your computer” and then asks me to purchase something to block it. I then quickly log on to Overwatch to see if any performance issues has occured and nothing changed. I then follow up to perform a boot up scan to check for possible malware. Avast only found 2 corrupted zip files which were windows media player and skins. I’m very paranoid and I want to play GAMES without having my account stolen. I clear my browser history pretty much everytime I use it. I want to play games the whole break without the fear of losing my account(s). :((, I also don’t plan on installing over av/scanning items to check.

Who says so…? Sounds like a scam, post a screenshot.

I don’t have a screen shot but it was from Avast. It was trying to get me to purchase a trial or something. I think it was for clean-up. I don’t know why it said I had spy cookies.

https://support.avast.com/article/96/ (Add/Remove components)