Excess calories are stored as fat. "Good" fats aren't any more likely to be stored as fat than protein, bad fats, etc.
Your body NEEDS fats, both for energy and delivery of essential nutrients. So switching to healthier fats, like those from fish, nuts, avocado, olive oil or coconut oil, flax, etc., will benefit your overall health. If you're eating at a calorie deficit, you shouldn't worry about the fat you eat turning into fat.
Fat is more calorie dense than protein and carbs, however, so make sure you are accurately tracking your intake. It's easier to overeat fatty foods than protein, for instance. So if you're going to have a healthy snack of almonds, let's say, it's important to be careful with how many you eat. Eating 600 calories (and 51g of fat) worth of almonds is just as bad as eating 600 calories and 37g of fat worth of Fritos, in terms of fat storage. But for your general health - you'd be better off with almonds.
Hope that makes sense.
