[docs] Add cookie for persistant colors

[mbrookes]

• I have followed (at least) the PR section of the contributing guide.

[oliviertassinari]

@mbrookes Great job! I'm adding the persistence of the light/dark palette variant. At some point, I also think that it would be great to allow people providing arbitrary JSON object to override the theme (we don't have to store it in a cookie). It can be used to try stuff out, like disabling the ripple or customizing one component.