Feta cheese is made with goat’s or sheep’s milk and it has a tangy and bold flavor. The cheese supplies key minerals and vitamins, but it can also be high in sodium and saturated fat. You can include feta cheese in your healthy eating plan, though, because it does have some great nutritional value. Feta cheese is low in calories than most other cheeses, and it is high in flavor – therefore, you do not need to eat as much of it in order to feel satisfied.