Omega-3 fatty acids are essential fats your body can't produce. The most active forms, EPA and DHA, come mainly from fatty fish like salmon, sardines, and mackerel; a plant form, ALA, is in flax, chia, and walnuts but converts to EPA and DHA only inefficiently. Omega-3s are building blocks for cell membranes and the brain, and help regulate inflammation.
Eating fish a couple of times a week is linked to lower heart-disease risk, and DHA is important for brain and eye development. For most people, food beats pills — large trials of fish-oil supplements in the general population have shown modest or mixed benefits. If you don't eat fish, an algae-based supplement is a good vegan source of DHA.