From the Apple developer faq
Safari ships with a conservative cookie policy which limits cookie writes to only the pages chosen ("navigated to") by the user.
By default Safari only allows cookies from sites you navigate to directly. (i.e. if you click on links with the url of that domainname).
This means that if you load a page from your own site with an iFrame with a page from another site, that the other site is not able to set cookies. (for instance, a ticketshop). As soon as you have visited the other domain directly, the other site is able to access and change its own cookies.
Without having access to code on the other site, how can i make the user-experience as inobtrusive as possible?
Is there a (javascript?) way to check if the other site's cookies are already set, and accordingly, show a direct link to the other site first, if needed?