A triglyceride is an ester
Esters are chemical compounds derived by reacting an oxoacid with a hydroxyl compound such as an alcohol or phenol. Esters are usually derived from an inorganic acid or organic acid in which at least one -OH group is replaced by an -O-alkyl group, and most commonly from carboxylic acids and...

 derived from glycerol
Glycerol is a simple polyol compound. It is a colorless, odorless, viscous liquid that is widely used in pharmaceutical formulations. Glycerol has three hydroxyl groups that are responsible for its solubility in water and its hygroscopic nature. The glycerol backbone is central to all lipids...

 and three fatty acids. There are many triglycerides, depending on the oil source, some are highly unsaturated, some less so.

Saturated compounds are "saturated" with hydrogen. Unsaturated compounds have double bonds (C=C) between carbon atoms. Saturated compounds have single bonds (C-C) between the carbon atoms, and the other bond is bound to hydrogen atoms (for example =CH-CH=, -CH2-CH2-, etc.).

Unsaturated fats have a lower melting point and are more likely to be liquid.