If cookie does not exist, do something and add cookie using jQuery-cookie. https://code.google.com/p/cookies/

Jquery Cookie example

<script type="text/javascript" src="/media/js/jquery.cookie.js"></script>
<script type="text/javascript">
$(window).load(function(){
    if(!$.cookie('TheCookie')) {    // if cookie doesn't exist
        $(".cmsplugin_fancybox_link").trigger('click'); // this one happens to trigger a popup. how sweet is that!
        $.cookie( 'TheCookie', '1', { expires: 7 }); // add the cookie with the name, value and expire (in days)
    }
});
</script>