Most people discard the yolk because it is high in cholesterol, fat and sodium content. But if you consume eggs in a limited quantity, follow a healthy diet and exercise regularly, you need not be worried about cholesterol and fat content.
Whether you are trying to lose weight or build muscles, you require both cholesterol and fat for several purposes. Cholesterol is essential to make testosterone, which helps to increase energy levels and build muscles. It also helps to build vitamin D when the skin is exposed to sunlight. The D vitamin helps to build bone strength.
As far as the fat in an egg is concerned, it is mostly healthy. Consuming fat helps to keep you warm and make you feel fuller for a longer time.