More and more research suggests that healthy fats should be incorporated into the diet in order to improve cholesterol. Cholesterol is primarily comprised of LDL ("bad") cholesterol and HDL ("good") cholesterol. High cholesterol is a condition in which you have too much LDL cholesterol in your blood. Buildup of LDLs in the blood leads to plaque formations in your arteries that cause heart attacks and strokes. However, having high HDL levels is ideal as this good cholesterol is responsible for removing LDL from arterial walls.