About the tracking cookie, it is not fine.
But check your browsing pattern and you should know.
Lots of website uses cookies to track their visitor.
Evaluate the websites you normally frequent and evaluate the risk accordingly.
For me, I don't exclude tracking cookies as I check them whenever my scans pick it up :)
Some reading about tracking cookies
en.wikipedia.org/wiki/HTTP_cookie
About defs update :
As said by you : " I notice that SEP gets new definitions exactly 41 minutes after I start up the computer." ,
it means that after you schedule Liveupdate to run, it goes out to the net and pull down definition and then apply it.
The scheduling is for the AV to run Liveupdate to fetch definition.
When it arrives and applied to your box is a different issue as network connection varies from node to node.
Same like video recorder analogy. You set the time ,you set the hour to start and finish the record.
But if the TV company starts the movie 1 minutes later, you will miss the last minute of that movie :)
+ what time do you startup [ I assume a cold boot] your computer?
Hope this helps.