Is cheese healthy food and what kind of cheese I should eat to be healthy?

Go low fat. Cheese is not considered one of the "healthier" foods by many because often it is high fat and/or high salt, high calories.. Cheese can be high in saturated fat and cholesterol. That being said, there are cheeses that are made with skim or low fat milk which are healthier than others. Excellent source of good quality protein, calcium (cottage cheese is not a good dairy source of calcium though).
Depends. Traditional thought is low fat cheese and low fat dairy is ok when treating cholesterol. To really decrease cholesterol (ldl) it is important to decrease all animal fat and sugar. Eat white meat of poultry skinless, fish, more beans and limit all dairy to only 1x or less per day. Remember milk, cheese, yogurt, sourcream its all animal fat and a source of cholesterol.