It's not so much that fat is good for you but rather that some fats are less bad for you than some other things (e.g. processed carbs, veggie oils). Sadly, it's not just black and white; food can't be examined as good vs. bad. All food is technically bad for you because it must be metabolized. Our metabolism is what causes us to age, damages DNA, and ultimately kills us. Of course, not eating will kill you faster than eating because we can only slow our metabolisms so far. However, you can extend the lives of fruit flies many-fold by putting them in the refrigerator because it slows their metabolism (they're cold-blooded).
Literal interpretation aside, higher fat diets improve blood cholesterol profiles. Higher HDL, lower triglycerides, better LDL pattern (pattern A). Higher fat diets lower fasting glucose levels (in the presence of low carb intake). Fat is a necessary component for the absorption of nutrients A, D, E, and K. Those are just some examples.
You will always be able to find research that supports almost any dietary viewpoint. Sugar is good for you if you're running a marathon and need to replenish glycogen. Fact. Fructose is good because it doesn't raise insulin, and chronically high insulin is bad. Fact. All of the former statements are missing evidence which points to the contrary, but the point is that you can praise or vilify any food in a vacuum. I believe paleo makes the most sense intuitively and so follow it due to that. But there's research for and against it. Some people feel better on higher carb diets; some on higher fat.
I know I didn't really answer your question, but until we have a much better understanding of the human body, you're going to have to read (a lot) and come to your own conclusions. I didn't have any health or weight problems prior to trying this diet and truthfully have noticed no real changes other than in blood lipid panels.
I would recommend getting some books if you want to understand the paleo diet more fully - they're generally more cohesive resources than web pages. However, Kurt Harris's blog (Archevore) is excellent and covers a wide variety of paleo-related topics. His Paleo 2.0 post is a great starting point; this post describes his idea of an optimal diet. For books, Good cals, bad cals is an excellent book that goes into great detail about how fat can be seen as superior to carbohydrates.