A calorie is a unit of energy, and every food has some. What differs hugely is how much food you get for them. 200 kcal is about 1,300 g of cucumber, or about 23 g of olive oil, which is not even two tablespoons. That ratio, calories per gram, is called energy density.
It matters because we tend to eat by volume and weight as much as by calories. A plate that is heavy with water and fibre fills you up on fewer calories. A plate that is mostly fat and little water does not. This guide lets you see the difference for yourself.
The energy in food comes from fat, carbohydrate, protein and alcohol. On EU labels they are counted at about 9 kcal per gram for fat, 4 for carbohydrate, 4 for protein, 7 for alcohol and 2 for fibre. Water has none. So:
Foods are not good or bad because of their density. Density just tells you how much of them fits in a given number of calories.
Studies on energy density generally find that people who eat more low-density foods such as vegetables, fruit, pulses and soups tend to feel full on fewer calories, and the CDC has published guidance along these lines. The evidence is observational in places and not every trial agrees, so treat it as a useful rule of thumb rather than a law. Dense foods are also often the most enjoyable, and enjoying food is part of eating well.
You do not need to avoid dense foods. A few easy ideas:
Weighing food for a week is a good way to get a feel for this, and any kitchen scale will do. After that most people can estimate by eye.
This is general information, not medical advice, and no one needs to count every gram. If you have a health condition, are pregnant or breastfeeding, take medication (especially for diabetes or blood pressure), or have or have had an eating disorder, talk to a doctor or dietitian before changing how you eat. Weighing and counting food is not a good fit for everyone.