Macros is short for Macronutrients and those are Protein, Carbohydrates, and Fats. Each of these have a specific calorie count and explain why higher fatty foods have more calories! Knowing your macros will help you pick foods that fit your calorie goal. For example, if you don't have many calories left in the day, you may not want to choose a fatty steak because the higher fat content packs more calories.
Protein: 4 calories per 1 gram of protein. Protein is well-known as being meat. Meat is the most complete protein. But you can also get protein from dairy, and small traces in nuts and veggies.
Carbohydrates: 4 calories per 1 gram of carbs. Carbohydrates come in many different forms and types. Most well known are breads and pastas. But veggies and fruit also have carbs. Carbs are not bad, this is an energy source for the body! No carbs, no energy.
Fats: 9 calories per 1 gram of fat. The most calorie dense macro! Higher fat content; higher calories. You will most commonly hear the term "healthy" fats, these are known as avocados, olive oil, nuts (almonds, cashews, pecans), fish and seeds. Healthy fats help raise your HDL cholesterol (good) and lower your LDL cholesterol (bad), reducing the risk of heart disease.
Most food we eat is a mixture of macros. Check out the image below to see how it all comes together.