Actually, trans fat occurs in nature in miniscule amounts, but it is extremely unhealthy to eat. It's the result of hydrogenating liquid vegetable oil to make it a solid, which makes the food more stable (for example, when being shipped in hot trucks, left on shelves for months on end, etc.). It basically replaces lard - but it's cheaper and has a superlong shelf-life, which is why food manufacturers use it. It was marketed as healthy in the '80s and '90s because it was vegetable based, but that was before we knew how dangerous it is.
It is far, far worse for you that saturated fat, which is actually healthy in moderation. Avoid it at all costs. Read labels, and stay away from processed food in general - especially if it lists hydrogenated or partially hydrogenated oil, margerine or shortening in the ingredients. Crisco is pure trans fat - use coconut oil (the best saturated fat), butter or lard instead, if you must use a solid fat.