(https://pbs.twimg.com/media/GU8sO3MbIAA8mw4?format=jpg&name=small)
As someone who has seen these movies more than 5 times each, I have to say; the Oracle interacted with Neo, crushed his hopes, then sent him on his way with a cookie. She said, "Here, take a cookie. I promise by the time you're done eating it, you'll feel right as rain."
There is an underlying fan theory that the cookie contained code that helped Neo with his path to being, "The One", but that's a different conversation. ;)