I just tried to join this forum while using Chrome, my default browser for now. I've gone through my settings and there is nothing blocking cookie usage. I've been logging in to other SE sites with no trouble, including a few within the last 30 minutes or so.
But when I tried logging on to here for the first time, using OpenID, first I got a page saying, "This account is detected in 8 other StackExchange sites. Use this information?" when I clicked the "Create account" button, I got a one line text only message on an otherwise blank page telling me to enable cookies.
I got this several times and each time checked my preferences, but they're set to allow cookies.
So I tried it with Firefox and it worked -- which is strange, since I have tighter security settings on Firefox than on Chrome.
Once I closed Firefox and then clicked "log in" (at the top of any page here), I had no problem with my account being recognized.