__cf_bm is a cookie you may have come across. It derives from Cloudflare and is a part of Cloudflare’s Bot Management service that helps manage incoming traffic that matches criteria associated with bots. So this will help stop bad actors and traffic from slowing down your site if you see this __CF_BM cookie which stands for Cloudflare (CF) Bot Management (BM).
If you have any other cookie related questions you may find that Cloudflare has a lot of cookies and Captain Compliance can help you identify them.