Start here. This is the direct spoken answer to practice first.
Why this question matters
Headers and cookie flags are not the whole security model, but missing basics can undermine otherwise good authentication.
A browser-facing API should use HTTPS and set cookies with Secure so they are not sent over HTTP. Auth cookies should usually be HttpOnly to reduce token theft through JavaScript and SameSite based on the required cross-site behavior. Sensitive responses should use no-store caching headers where appropriate so private data is not cached by browsers or intermediaries.