I think being vegan requires a different mindset. Most vegan fats are good fats, and are very good for you. Personally, I found myself really supprised to realise I eat very little fat - maybe even not enough sometimes - and I have to make a note to myself to ADD fat not take it away when I'm eating.
If you feel you are craving fat, it could be that you're just not eating enough. That's what cravings are, your bodys response to not getting enough of something. Add olive oil/other oils generously as well as, nuts, avacado, seeds, olives, etc to meals - not just eat them as snacks. Obviously try to stick to good healthy fats, but don't be afraid to eat them.
Furthermore you could just not be eating enough, period. Fats are a high calorie food so if your bodys not getting enough food it craves fatty foods, because that's it's best chance of getting the food asap. I have to eat a lot more portion wise than my omni/vegetarian friends to get the right amount of calories (I eat v healthily also, which adds to this as it's mostly fruit/veg/etc).
Secondly, it could also be in your mind. It depends how long you;ve tried to be vegan for etc/ if it's not been very long (days/weeks, instead of months or years) than it's pretty likley that is the case.
The best way of seeing if any of these are the case, is to track for a week or a couple of weeks what it is you are eating and it's nutritional quality (are you eating enough fat? too much? too few calories? or does everythiong seem about right?)
Eating vegan is different to eating omni or vegerarian IMO, much more so than the difference between being omni and vegetarian. Especially if you eat healthily and do a lot of home cooking. It's good to make sure you're eating right, if you're unsure you could look at vegan guidelines or as I mentioned before track what you're eating, because normally not getting enough of something is the cause of cravings.
Don't let it put you off! You'll find a happy medium where you don't have cravings eventually, sometimes it just takes a little trial and error or extra thinking to work out what you ought to be eating differently with a diet that's different to the 'norm'.