The 3 main sources of energy in your body are fat, sugars and protein.
Plasma is composed of all major circulating lipid species including triglycerides, phospholipids, cholesterol-esters and free fatty acids.
Fatty acid levels in adipose tissue reflect intake in years. Serum fatty acids reflect intake in weeks. Fatty acids are also stored in muscles , as resting muscles predominantly use fatty acids for energy, though not as triglyceride droplets (adipose fat).
Mean total serum fatty acid levels may be 6948 μmol/L (mean molar mass 276.4 g/mol) corresponding to about 192 mg/dl. That is about 10 gram per adult human, with a standard deviation of 2.6 gram, which accounts for 23 kcal.
About 2 to 5% of serum fatty acids are free fatty acids. Serum reference levels for free fatty acids are 0 to 720 μmol/L. / with a mean value of 7.5 nM (with a standard deviation of 2.5 nM), and a 1.5 nM increase after overnight fasting. 
Triglycerides (triacylglycerol) are the main constituents of adipose tissue (body fat) in humans. 25% of the molecules in triglycerides are glycerol, and 75% fatty acids. Fatty acids in adipose tissue contain over 80% of the human body’s stored energy. When ample oxygen is available (while resting), fatty acids are the most efficient source of fuel, as yielding more than twice as much energy per gra than protein and sugars. During intense physical activity, oxygen is the limiting factor, which makes glucose the most efficient source of fuel, as requiring less oxygen for complete oxidation.
Your brain, red blood cells and retinal cells have an obligatory need for glucose (except during starvation), which may be supplied by all sugars. Due to glycerol's (relative to fatty acids') low molecular weight (92.094 g/mol) and caloric value (4.31 kcal/g ], glycerol may account for about 5% of total caloric value of triglycerides, depending on the length of the specific fatty acids. This equals energy expenditure during sleep (95% of energy coming from fatty acids).
Unlike, sugars and fats, protein not only consists of carbon, hydrogen and oxygen, but also nitrogen (and some amino acids also sulphur). Protein consists of amino acids, which are either ketogenic or glucogenic, or both. As a result, protein is eventually burned for energy, either as fat, or as sugars. The nitrogen is reused, or excreted.
During starvation, utilisation of fatty acids from intracellular lipid droplets is increased, and autophagy mediated.
Not just daily exercise increases lipolysis in general , but also acute exercise increases lipolysis, specifically in the liver (not in skeletal muscle), accompanied by increased serum levels of free fatty acid, glycerol and ketone body.
Better fitness is not associated with lower dietary fat intakes. Increased physical activity reduces serum triglyceride levels. At similar levels mean VO2, tennis match play relies more on glycolysis and glycogenolysis compared to continuous running exercise.