There are two types of fats that we need in our body.
The non-essential fatty acids that our body has in plenty and we dont need to take it through food.
And the essential fatty acids(EFA) that we need to supply only through food.
They include: the omega-6 fatty acid linoleic acid (LA), and its derivatives, gamma-linolenic acid (GLA) and arachidonic acid (AA) the omega-3 fatty acid alpha-linolenic acid (ALA) and its derivatives, eicosapentaenoicacid (EPA) and docosahexaenoic acid (DHA).

Omega-3 in particular has many benefits which makes it the most important of them all:
Reduces risk factor for heart diseases
improves skin health
Can help fight depression and anxiety
Can improve brain health
Can fight inflammation.