EFAs are Essential Fatty Acids, or the Omega 3, Omega 6, and Omega 9 fats.
They're essential because your body cannot produce them on it's own, nor from other fats.
Here's some info that's coppied and pasted from a website (sorry if it's kind of dry):
Essential Fatty Acids (EFAs) are necessary fats that humans cannot synthesize, and must be obtained through diet. EFAs are long-chain polyunsaturated fatty acids derived from linolenic, linoleic, and oleic acids. There are two families of EFAs: Omega-3 and Omega-6. Omega-9 is necessary yet "non-essential" because the body can manufacture a modest amount on its own, provided essential EFAs are present.
Omega-3 fatty acids are derived from Linolenic Acid, Omega-6 from Linoleic Acid, and Omega-9 from Oleic Acid.
EFAs support the cardiovascular, reproductive, immune, and nervous systems.
The human body needs EFAs to manufacture and repair cell membranes, enabling the cells to obtain optimum nutrition and expel harmful waste products.
A primary function of EFAs is the production of prostaglandins, which regulate body functions such as heart rate, blood pressure, blood clotting, fertility, conception, and play a role in immune function by regulating inflammation and encouraging the body to fight infection.
EFA deficiency is common in the United States, particularly Omega-3 deficiency.
An ideal intake ratio of Omega-6 to Omega-3 fatty acids is between 1:1 and 4:1, with most Americans only obtaining a ratio between 10:1 and 25:1.
The minimum healthy intake for both linolenic (Omega-3) and linoleic (Omega-6) acid via diet, per adult per day, is 1.5 grams of each.
One tablespoon of flaxseed oil can provide this amount, or larger amounts of other linolenic-rich foods. Because high heat destroys linolenic acid, cooking in linolenic-rich oils or eating cooked linolenic-rich fish is unlikely to provide a sufficient amount.
EFA deficiency and Omega 6/3 imbalance is linked with serious health conditions, such as heart attacks, cancer, insulin resistance, asthma, lupus, schizophrenia, depression, postpartum depression, accelerated aging, stroke, obesity, diabetes, arthritis, ADHD, and Alzheimer's Disease, among others.
I tried to get some of the more important info there, but if you want to read up some more on it, here's the website I got the info from: