Cholesterol is a type of steroid, which is a lipid. Amino acids are part of proteins. Cellulose and disaccharides are examples of carbohydrates.

Lipids are a large class of hydrocarbon-based molecules that includes waxes, steroids, phospholipids and fats. Lipids are hydrophobic and have functions in energy storage, providing support to the cell/organism, cell signaling, and make up the majority of the cell membrane. 

Saturated fatty acids contain the maximum number of hydrogens on their hydrocarbon tails. These molecules form long, straight chains that can be very densely packed. By contrast, unsaturated fatty acids, do not contain the maximum number of hydrogens on their hydrocarbon tails, and thus have "kinks" in their tails. This does not allow for dense packing and storage of unsaturated fatty acids, and thus make them easier to burn.

Hemoglobin is the protein in red blood cells that binds and transports oxygen to the body tissues. It contains an iron core, and each hemoglobin molecule can bind up to four oxygen molecules.

A phospholipid has two fatty acid chains and a phosphate group attached to glycerol. By replacing the phosphate group of a phospholipid with another fatty acid, the result is a glycerol with three fatty acid chains which makes it a fat (triglyceride). Saturated fatty acids are single chains of fatty acids, the resulting molecule has three fatty acids, which each could be saturated or unsaturated. Steroids have structures that consist of four fused carbon rings. 

Fat is made up of glycerol and fatty acids. Specifically, a fat is composed of three fatty acids chains—composed of 16 or 18 carbon atoms in length—connected to a glycerol by way of an ester linkage.

Glycerol is composed of an alcohol attached to three carbons each bearing a hydroxyl group.

A saturated fatty acid has no double bonds between the carbon atoms making up the tail of the fatty acid. This lack of double bonding allows for as many hydrogen atoms as possible to be bonded to the carbon skeleton, thus the fatty acid is said to be saturated with hydrogen atoms.

An unsaturated fatty acid has one or more double bonds in its hydrocarbon tail. These double bonds are formed by the removal of hydrogen atoms from the carbon tail, resulting in a kink in the tail. As such, they are not fully saturated with hydrogen atoms. Cholesterol is a type of lipid that contains four hydrocarbon rings in its structure. Hydrogenated fatty acids are unnatural saturated fatty acids that are modified for their physical properties.   

A triacylglycerol (also called commonly referred to as a fat or a triglyceride) is composed of three fatty acid chains linked to glycerol via an ester linkage. The fatty acids can be the same or two or three different types. Steroids are derived from cholesterol, a molecule that contains four hydrocarbon rings attached together. Phospholipids only have two fatty acid tails linked to a glycerol head and a phosphate group.