In order to be healthy you must get certain things in your diet. Carbohydrates, proteins, minerals, vitamins, sugars, fats and oils. *All* of these are necessary in some amount. Generally you should get more carbs, proteins, minerals and vitamins and less sugars, fats and oils.
If you are exercising then less carbohydrates will cause you to fatigue and feel lethargic.
Eat plenty of vegetables because they are good sources of minerals and vitamins (especially green leafy vegetables).
Sugars, fats and oils are necessary for the regulation of some bodily functions but should only be taken in small amounts, as larger amounts will, of course, cause you to put on weight.
With regards to milk, you may want to switch to skimmed or semi-skimmed milk because milk is quite high in fat.
Here is an excellent website with mountains of information, make sure you have a good read through it: http://www.nutritionaustralia.org/Nutrition_for_all_ages/Default.asp