Well, yeah. At least, not all fats. There are loads of different kinds of fats. The trans fats, which are found in deep fried, and processed foods more often, are generally bad for you. The fats in vegetables and fruit like avocado are generally good for you, not coconut though.
As with all things diet, this is really complicated. Just know that limiting sugars and carbohydrates, stuff which your body can readily convert into energy and fats for storage, are the things that generally worse than most fats.
Thing is, most processed fatty foods also contain a lot of carbs and sugars, so it may seem that eating fat stuff makes you fat, but that doesn't have to be the case.
This is also why the fitness people say to quit soda, because that also contains a large amount of sugar. Some people even go as far as saying that most fruits are not that healthy either, seeing as they're sugar bombs as well. In my experience, just being mindful of what you eat can turn the tides.
That's my 0.5 eurocents, i'm by no means an expert on this.