Omega-3 fatty acids are sometimes called "essential fatty acids". That means that humans can not make them well from other dietary sources.

They come in three forms; EPA, DHA and ALA.

Good sources of EPA and DHA are cold-water oily fish (anchovies, salmon, herrings, mackerel, etc) while good sources of ALA include plant sources such as nuts and seeds.

There is more on this here; Omega-3 Fatty Acids Facts