I don't get why there are laws restricting the use of my website.

Let's say I pay for the electricity, internet, housing and everything related to my server and the website that is hosted on it.

This makes the computer my property and I allow connections to be made over the internet to it, and people accept whatever I send back to them and their machine acts based on that information.

In no way am I forcing or attacking their machine, so why are the restictuons on what data I can send (other than illegal images and such, I'm talking about cookies and privacy stuff).

Their machine is the one setting and storing cookies, not mine. They're entering their personal info and sending it to me, nothing is forced and most the time it is written out what will be done with that data.