If these levels of mercury get too high, that can cause problems too, so it's vital that you keep a good balance. Fish oil capsules, along with fatty fish on occasion, will be the best way to meet your needs safely. Fish oil supplements offer a wide variety of benefits. Here are three important ones you should know about. 1. Healthy Cholesterol Level Support. Supplementing with fish oil may support a healthy blood cholesterol profile already within a normal range.