There are basic facts you should know about fats. There are mainly two classes of fats; saturated fat, and unsaturated. The unsaturated ones are the polyunsaturated fats, and monounsaturated fats. Some fats are dangerous, while some are not. When fats come combined with proteins in the body, they form a complex called Lipoproteins. We will look at these later in a broader view to see why some are desirable and some are not, but first, letâs look at the major kinds of fats.