Is it fine to eat lots of fat if you are very active and exercise lots?

NO: A well balanced diet is important especially if you are active and exercise a lot. A varied diet provides the wide range of nutrients that your body needs to remain healthy. A diet composed of fruits, vegetables, whole grains and proteins provide necessary nutrients and energy in order to fuel your body and provide the building blocks that your working muscles need for exercise and recovery.

It depends: I won't lie, you can get away with eating more fats than desirable if you have an active metabolism and are very active - think of Michael Phelps. But from an overall healthy living perspective, you should try to avoid eating too many fats as they are twice as calorically dense as carbohydrates and proteins. Remember there should be some balance to your diet. Best of luck.