"European Union (EU) laws require you to give EU visitors information
about cookies used on your blog. In many cases, these laws also require
you to obtain consent.
As a courtesy, we have added a notice on your blog to help meet these regulations."
So Google has added this feature to Blogger.
If you go to e.g. nzpcmad.blogspot,fr (for France), you see:
BTW: From reading Troy Hunt's blog, I found that he also uses Blogger :-).