Magento 1.9 – Custom Cookie Not Being Set

First, security:

This pattern is extremely dangerous:

$cookieVal = Mage::app()->getRequest()->getParam('source');
$theCookie = $model->set($cookieName, $cookieVal);

You should never accept user input and shove to a cookie - it gives a would-be attacker the instant ability to set any cookie they want from your domain.

Secondly, cookies:

[Insert "How do they work" meme here]

Cookies are sent back to a user session with the Response object. If you try to set a cookie after the header of the response you'll likely get this warning in the system.log or the general PHP log:

Cannot modify header information - headers already sent by //...

The only place you should be setting cookies is from within a controller action and before it loads the layout. If you're attempting to set cookies from anywhere else in the application you may have unexpected results.

Finally, your real issue:

Okay, so enough browbeating.

getParam is a method returned from Zend_Controller_Request_Http and does a series of tests:

public function getParam($key, $default = null)
{
    $keyName = (null !== ($alias = $this->getAlias($key))) ? $alias : $key;

    $paramSources = $this->getParamSources();
    if (isset($this->_params[$keyName])) {
        return $this->_params[$keyName];
    } elseif (in_array('_GET', $paramSources) && (isset($_GET[$keyName]))) {
        return $_GET[$keyName];
    } elseif (in_array('_POST', $paramSources) && (isset($_POST[$keyName]))) {
        return $_POST[$keyName];
    }

    return $default;
}

As you can see, the $default return value is null but you can change this with the second parameter. Try testing your return value. If it's null, pass a second parameter to getParam.

Alternatively, use of getParams (plural) will return all set parameters in the current request, regardless of the set method - e.g. GET or POST. Try doing a var_dump of getParams to test if your value is set.

I would also advise against using Mage::app()->getRequest() if you are within the scope of a controller action - instead use $this->getRequest().

Edit:

As @vinai pointed out in your other question, var_dump and echo push content to the browser and thus preclude your ability to set cookies.

Solved; thanks to @vinai for pointing out the following:

Using var_dump will trigger the headers to be sent, so trying to set a cookie after that point will obviously fail.

This is not explicitly defined in the PHP manual, but if you think about it, it makes sense! They do say ...as with anything that outputs its result directly to the browser...