Omega-3 fatty acids are a class of poly-unsaturated fatty acids (or PUFA). Other important PUFA classes are omega-6 and omega-9. The main omega-3 fatty acids are alpha-linolenic acid (ALA), docosahexaenoic acid (DHA) and eicosapentaenoic acid (EPA).
The term "omega-3" refers to the location of the first double carbon bond in the fatty acid chain. The letter omega is the last letter in the greek alphabet and designates "last" or "the end." In omega-3s the first double bond between carbon atoms is located 3 carbon atoms away from the tail (=omega) end of the chain. In omega-6s this double bond is located 6 carbon atoms removed from the tail end of the the fatty acid chain.