It's not a natural right, it's a technical right. It's a fundamental storage mechanism of browsers. It means you don't have to log in every time you browser to my site, or you don't have to enter your birthday every time you want to browse mature content. It means advertisers are delivering the right ads, and that site owners can see where the bounce rates are highest for users and fix that page. Cookies are important, and the web functions better with them enabled and accessible to site owners.
Personally, I get annoyed when I'm badgered by notices, and sometimes even modal windows, for cookie notices. Of course your site uses cookies, it's just like every other site on the web. I shouldn't have to agree to a notice every time I visit a new domain. I have a browser toggle and if cookies offend me for some reason I can disable them.
No site can force you to set their cookies - you can simply turn that option off in your browser. You can even whitelist just the sites you trust, or blacklist just the sites you don't trust.
Not that you can really tell, anyway - it's impossible to know just by looking at a cookie what it's really being used for, or what data on you is being tracked. There are certainly good reasons to give cookies to users that have not logged in yet, though - one example that springs to mind is a CSRF token.
Lastly, what is this meant to achieve? The aim is to crack down on activity that was already illegal before this law came in. Sites that were doing naughty things and tracking users illegally aren't exactly going to stop because they now have to show a notice about cookies. Before the law came in I said "they'd just not bother showing the notice" but frankly, the could abide by it - users would just click "yes" anyway out of habit!
Personally, I get annoyed when I'm badgered by notices, and sometimes even modal windows, for cookie notices. Of course your site uses cookies, it's just like every other site on the web. I shouldn't have to agree to a notice every time I visit a new domain. I have a browser toggle and if cookies offend me for some reason I can disable them.