I used to be a little overweight when I was a few years younger. It is not very healthy.
No, I would imagine that it's not.  What is the best way to lose weight?
Losing weight and being healthy is all about calories in vs calories out. Having more fat than is optimal is not worth it.
Is there any type of fat that is good for you?  Maybe like avocados?
Certain fats are definitely better, like avocados are a lot healthier than greasy meat. Though that is more about health than being overweight.
I guess you have to balance the fat and calories together to make sure you are losing weight in a healthy way.  What about exercise?
Exercise helps but diet has a lot more to do with fat and being overweight.
Are there other ways to lose weight?
Well if you were insanely fat and overweight you could even get liposuction.
Ah - that sounds painful!!!  I don't think I would resort to surgery!!