I have always looked at reflected XSS as an attack that would take place through a URL. So, for example, you would have a URL like below:
http://someSite.com?message=welcome!<script>alert(1);</script>
and the message would be written to the page. In order to execute the attack you would need to trick someone into clicking on that link.
I was recently looking at a website using BurpSuite and it flagged a reflected cross site script vulnerability and the attack vector was a cookie value. While I could indeed change the cookie value to have it render javascript on the page, I don't understand how this could be used to attack another user.
In my first example, a user would need to click a link to execute the attack. How would you execute an attack with the second vulnerability?