The question is, what purpose and where is the cookie information used? You can try and get a list of browsers that aren't compatible, but most are. You aren't going to be able to accurately tell if someone has cookies enabled or not. (I don't think someone can disable their browser from sending a cookie if it's already in their local browser's cookie information, but they can disable cookies to not originally add that information to their cookie file).
Anyway, you can only check if they have a valid cookie and process information based on that (or not). Does the cookie have some type of purpose? If it does (and I assume it does), then whatever script that uses the cookie information will be the key element in this scenario. It can see if they have the correct cookie information (or if they have any) or not. If you can better explain what you're doing, in what way and why, it will be a lot easier to make some suggestions.