Omega-3 fatty acids, otherwise known as alpha-linolenic acid, get broken down into eicosinoids, which further break down into nutrients known as EPA and DHA. DHA is the most prevalent fatty acid is the brain and retina as increased intake can help improve brain and eye function. Dietary DHA may reduce the risk of heart disease. Studies have shown that low levels of DHA have been associated with Alzheimer's disease. Some milk manufactuers advertise their products as containing DHA and Omega 3 fatty acids for this reason. The eicosinoids derived from omega-3 fatty acids also act primarily as anti-inflammatory and anti-coagulants.
The only downside of omega-3's is if you are having surgery. Avoid intake of omega-3's prior to surgery because you will have a decreased ability to clot your blood. But otherwise, look to increase your intake of salmon and other omega-3 rich foods.