To track users and sessions across multiple domains, what first must be set up?

Cross-domain tracking makes it possible for Analytics to see sessions on two related sites (such as an ecommerce site and a separate shopping cart site) as a single session. This is sometimes called site linking. To track sessions, Analytics collects a Client-ID value in every hit. Client-ID values are stored in cookies. Cookies are stored on a per-domain basis, and websites on one domain cannot access cookies set for another domain. When tracking sessions across multiple domains, the Client-ID value has to be transferred from one domain to the other. To do this, the Analytics tracking code has linking features that allow the source domain to place the Client-ID in the URL parameters of a link, where the destination domain can access it.