I immediately checked for the cookies and saw one cookie named Marco, with an empty value which needed to be set.
Since the challenge name is great-names, I thought about Marco Polo.
Refreshing the page, we get a new cookie named Fernando and so on.
Name
Value
Marco
Polo
Fernando
Magellan
Cristofor
Columb
Then we got a cookie named "GG", with value:
Now+look+closer+in+the+document+body
Opening the page source, we find the flag hidden inside.