Fat
Fats are foods which store energy in case you need it later. Everybody needs some fat in their food or they will starve to death. Some foods which have a lot of fat in them are olive oil, nuts, meat, and butter and cheese.
To find out more about fats, check out this book from Amazon.com or from your library:
Nutrition: What's in the Food We Eat, by Dorothy Hinshaw Patent and William Munoz (1992). For kids.