The answer when you asked on your original question was:
Cookies are split and/or duplicated. SSL doesn't work. Inbound links
aren't consistent
The main thing to understand is that although www.domain.com and domain.com may display the same site, they don't have to, so are treated as separate sites.
In detail
Cookies are split and/or duplicated
Your users will end up with cookies for the domain.com and www.domain.com which may be different, depending on what you store in them. So, for example, if your website displays different content according to what's in the cookie then they'll see different things according to whether they're using www.domain.com or domain.com to access your site.
SSL doesn't work.
I think they mean, if you have an SSL certificate for domain.com then if people use www.domain.com then that certificate won't work (you'll have to get another one, or pay more for a wildcard one).
Inbound links aren't consistent.
Links could put to either version, so diluting the effect of the links - it looks like people are linking to two different sites. You could also be penalised for having duplicate content on two "different" sites.