lipid
Lipids are a broad group of molecules that are made from fatty acids.
Lipids include fats, waxes, steroids and others.
phospholipid
Phospholipid is a class of lipid that has a hydrophilic head and two hydrophobic tails.
Phospholipids are famous for constructing the cell membrane in the arrangement of a phospholipid bilayer.
fatty acid
A fatty acid is a carboxylic acid with an aliphatic chain which is either saturated or unsaturated.
A fatty acid consists of a straight chain of an even number of carbon atoms, with a carboxyl group COOH at one end and a methyl group CH3 at another.
Saturated fatty acids have no double carbon double bonds. In contrast, unsaturated fatty acids have at least one.