Analyzing HTTP headers in Firebug - cookies

Question

I was just trying to analyse all the HTTP header fields in Firefox plugin - Firebug. First I logged out from Stack Overflow and then cleared all the cookies from my browser.
Then I went to the Stack Overflow's home page. I mean while saw the HTTP request and response header fields. This is what I saw:
Response Headers
Via 1.0 proxy_server
Content-Length 135
Date Mon, 05 Mar 2012 06:01:33 GMT
Content-Type application/json
Cache-Control private
X-Cache MISS from sampark.ncb.ernet.in
Request Headers
Host stackoverflow.com
User-Agent Mozilla/5.0 (Windows NT 6.0; rv:12.0a2) Gecko/20120303 Firefox/12.0a2
Accept application/json, text/javascript, */*; q=0.01
Accept-Language en-us,en;q=0.5
Accept-Encoding gzip, deflate
Proxy-Connection keep-alive
X-Requested-With XMLHttpRequest
Referer http://stackoverflow.com/
Cookie __qca=P0-383120279-1330927291125; __utma=140029553.974890682.1330927291.1330927291.1330927291.1; __utmb=140029553.1.10.1330927291; __utmc=140029553; __utmz=140029553.1330927291.1.1.utmcsr=(direct)|utmccn=(direct)|utmcmd=(none); gauthed=1
There is a cookie included in the request header. But as I said I have removed all the cookies from my browser. How is the cookie included in the request? What is actually happening here?
I did as Andy Davies told. I first cleared all the cookies, restarted Firefox and then went to www.stackoverflow.com. Firebug shows this:
GET http://stackoverflow.com/tags/ios/subscriber-info?_=1331946084371
The headers for the above request contained:
Cache-Control private
Content-Encoding gzip
Content-Length 390
Content-Type text/html; charset=utf-8
Date Sat, 17 Mar 2012 01:01:19 GMT
Vary Accept-Encoding<Br>
Request Headers
Accept text/html, */*; q=0.01
Accept-Encoding gzip, deflate
Accept-Language en-us,en;q=0.5
Connection keep-alive
Cookie __utma=140029553.1336172974.1331946082.1331946082.1331946082.1; __utmb=140029553.1.10.1331946082; __utmc=140029553; __utmz=140029553.1331946082.1.1.utmcsr=(direct)|utmccn=(direct)|utmcmd=(none); __qca=P0-115511794-1331946081644; gauthed=1
Host stackoverflow.com
Referer http://stackoverflow.com/
User-Agent Mozilla/5.0 (Windows NT 6.0; rv:12.0a2) Gecko/20120303 Firefox/12.0a2
X-Requested-With XMLHttpRequest
If this is not the first request, then why is it not showing the first request?

Answer 1

Did you restart the browser after clearing the cookies as, from my memory, some browsers don't clear the cookies for any sites currently open?
The snippet you've posted looks like a JSON response part way through loading the page, so it is not the initial request for the HTML page.
When the HTML page would have been requested again, the Google Analytics cookie (which is what you've got above) would have been resent, so any subsequent components on the page will also get the cookie too.