There are only two Essential Fatty Acids - ?-linolenic acid (ALA) and linoleic acid (LA). Although all fatty acids are indispensable, ALA and LA are termed 'essential' because the human body cannot synthesize them - and thus we must get them from another source: food, glorious food!
Where the confusion often arises in this field is that ALA and LA are part of the omega-3 and omega-6 fatty acid families respectively. While the other omega-3 and omega-6 fatty acids are crucial for good health they are not Essential Fatty Acids; the human body can synthesize them using ALA and LA as the parent compounds.
On to the fishy part of your question. Often when people think of Essential Fatty Acids, the image of cold-water fish comes to mind - so don't worry, you're not alone in thinking that. While cold-water fish can be a great source of other fatty acids, they are not necessarily a good source of EFA.
* Good dietary sources of ALA include oils and seeds, nuts, legumes and dark green leafy vegetables (e.g. kale).
* Good dietary sources of LA include oils and seeds, nuts, whole wheat bread, eggs and poultry.