First off, fat has lots of calories in it, and most of us aren't working our bodies hard enough to need that many calories. If we overeat, we'll only gain wight instead - usually not a good thing.
Secondly, it can cause problems with cholesterol, hardening of the arteries and lots of other nasties.
With that said, it's always a balance between what and how much you're eating. If you are working hard it's OK to eat more. If you treat yourself to a feast occasionally it doesn't do much harm.
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