protected void doGet(HttpServletRequest request, 
                     HttpServletResponse response) 
                     throws ServletException, IOException 
{	
   int lngCookieSet    = 0;
   String strCookieVal = "";
   String cookieName   = "Name";
	
   Cookie[] cookies = request.getCookies();
		
   if(cookies != null && cookies.length > 0)
   {
      for(int i=0;i<cookies.length;i++)
      {
        if(cookieName.equals(cookies[i].getName()))
        {
          lngCookieSet = 1;
          strCookieVal = cookies[i].getValue();
        }
      }
   }	
		
   if(lngCookieSet == 1)
   {
     PrintWriter prw = response.getWriter();	
     prw.print(strCookieVal);
   }
   else
   {
     Cookie cook = new Cookie("Name", "Mugil");
     cook.setMaxAge(24*60*60*365);//1 Year
     response.addCookie(cook);	
   }
}

Notes
1. check cookies != null otherwise the compiler will generate null pointer exception
2. The new Cookie constructor will take Cookie Name and Value as Parameter.
3. The addCookie Will add cookie to response Header to set cookie on Client Side