the difference between unsaturated and saturated fats

While both unsaturated fat and saturated fat are in a variety of foods, studies have found that these fats are not created equally. Unsaturated fats can be beneficial to your heart, whereas saturated fats could be detrimental to your cholesterol and your heart.

Saturated fats
      * found in animal products and processed foods, such as meats, dairy products, chips, and pastries.
      *The chemical structure of a saturated fat is fully saturated with hydrogen atoms, and does not contain double bonds between carbon atoms.
      *Saturated fats are not heart healthy, since they are most known for raising your LDL cholesterol (“bad” cholesterol).

Unsaturated fats,
      * found foods such as nuts, avocados, and olives. They are liquid at room temperature
      *  their chemical structure contains double bonds.
      * unsaturated fats are also heart-healthy fats - they have the ability to lower LDL cholesterol and raise HDL cholesterol ("good" cholesterol).

So, if you are trying to follow a cholesterol-lowering diet, eating unsaturated fats should not raise your cholesterol levels further. However, you should try to avoid foods high in saturated fats, since consuming a diet high in this type of fat could increase your risk of having high cholesterol and heart disease over time.
_Sources:

Rolfes SR, Whitney E. Understanding Nutrition, 3rd ed 2005.

the main types of fatty acids

There are three main types of fatty acids: saturated, monounsaturated and polyunsaturated. All fatty acids are chains of carbon atoms with hydrogen atoms attached to the carbon atoms.

1/A saturated fatty acid has the maximum possible number of hydrogen atoms attached to every carbon atom. It is therefore said to be "saturated" with hydrogen atoms, and all of the carbons are attached to each other with single bonds.
In some fatty acids, a pair of hydrogen atoms in the middle of a chain is missing, creating a gap that leaves two carbon atoms connected by a double bond rather than a single bond. Because the chain has fewer hydrogen atoms, it is said to be "unsaturated." 

2/ A monosaturated fatty acid : A fatty acid with one double bond is called "monounsaturated" because it has one gap.

3/Polyunsaturated fatty acid : Fatty acids having more than one gap are called "polyunsaturated."


*The fat in foods contains a mixture of saturated, monounsaturated and polyunsaturated fatty acids.
* In foods of animal origin, a large proportion of fatty acids are saturated. 
* In contrast, in foods of plant origin and some seafood, a large proportion of the fatty acids are monounsaturated and polyunsaturated. 

The structure of saturated and unsaturated chemical bonds looks like the diagram below.

Saturated Fat (i.e., saturated fatty acid)	Unsaturated Fat (i.e., unsaturated fatty acid)
H H | | -C - C- | | H H	H H | | -C = C-
Carbon-Carbon Single Bond	Carbon-Carbon Double Bond

What are fats and fatty acids?

Fats are a group of chemical compounds that contain fatty acids. Energy is stored in the body mostly in the form of fat. Fat is also needed in the diet to supply essential fatty acids that are substances essential for growth but not produced by the body itself. The terms fat and fatty acids are frequently used interchangeably.