You get that error because you use in the wrong way that option. When you see in a man page an option like:
-c, --cookie-jar <file name>
this mean that if you want to use that option, you must to use -c OR --cookie-jar, never both! These two are equivalent and, in fact, -c is the abbreviated form for --cookie-jar. There are many, many options in man pages which are designed in the same way.
In your case:
curl -c - 'http://google.com'
--cookie-jar is given as argument for -c option, so, it’s interpreted as a file name, not like an option (as you may think), and - remains alone which leads to error because curl, indeed, doesn’t have such an option.