There are many biscuits in China restaurant. The cookies are crisp outside, and there will be a small note with some words written on it. Some of them are blessings, so they are called fortune cookie. In fact, some of them are printed with philosophy of life and so on.
Answer your supplementary: It originated in Asia, and is found in China and Japan, and now it appears in China restaurants. Not a traditional western snack.
I hope I can help you ~