No. You shouldn't store usernames or passwords (especially passwords) in cookies anyway.
(Edited 26 seconds later.)
You've got most of it wrong.
You are right that ads on websites can usually interact with the parent website, that's why they're carefully screened before including them. However when clicking one such ad and being sent to another site your browser won't sent the cookies with that, seeing as it's another domain. All cookies only function for certain domains.
There's another security feature implement to fix this entire problem, though. It's called httponly cookies. The cookies will only be sent to the server when making requests, and not be exposed to scripts running in the website.
Web addresses cannot be spoofed unless you have access to the client's machine or their LAN and it's not set up securely. If you have that, why would you want their cookies? :P As for why this is not possible, the client looks up in the DNS system what IP address a domain name points to (e.g. what IP address does minichan.org point to? It's 209.59.187.37), it then opens a request to that IP address and sends a few requests (headers) including what domain name it was looking for. The server has no say on what is displayed in the URL bar.
What kind of information have you seen clients "spoof"?
Also what you're most likely talking about are session cookies which contain just an identifier so the server knows who the person is. This identifier is unique every time they log in. Think of it as your social security number. You give them that number and they know a buttload about you.
tl;dr stop trying to hack facebook, you'll fail
(Edited 28 seconds later.)