UK GDPR, together with the Data Protection Act 2018, sets the rules for collecting and using personal data, such as the names and phone numbers people send through your enquiry form. You need a lawful reason to use it, should keep it secure, and must explain what you do with it, usually in a privacy notice.
Cookies are small files websites store in a visitor's browser. Separate rules, known as PECR, mean you generally need consent before using cookies that are not strictly necessary, such as advertising trackers. That is what cookie banners are for. The rules for some low-risk analytics cookies have been relaxed recently, so check the ICO's current guidance.
The Information Commissioner's Office (ICO) regulates this in the UK and publishes plain-English guidance for small businesses. Most organisations that handle personal data electronically also need to pay the ICO an annual data protection fee unless exempt.
Collecting customer details through a website means you are handling personal data, whatever size your business is. Getting the basics wrong, such as having no privacy notice or loading tracking without consent, risks complaints and regulator attention. Getting them right is mostly paperwork and sensible setup.