I asked my nephew and this was the answer I got back:

1 cookie, in my belly. (And then he demanded a cookie.)

try asking him 'if you have one cookie, and I eat it, how many cookies do you have?'

I think everyone understands the concept of "nothing" or "no cookie" vs "a cookie", just as babies (and, say, birds [1]) have a concept of quantity and even discrete quantity at small values.

I can understand that I have no cookie without counting from the number 0. But why is it important to label nothing, to give it a name and symbol and define its properties?

[1] http://en.wikipedia.org/wiki/Bird_intelligence#Counting

Well, easy, you just apply group theory ;-) and clearly you have the correct amount such that if you keeping eating this amount of cookies, no matter how many cookies you start with, you end up the same number [Identity]