Healthy or not?

All 3 are not true.

Don't do a cheat day, fit everything into your calorie limit.

Cheese is okay to eat - fit it into your calorie limit.

Exercise 6 days a week, give your body one day of rest a week.

Are the following true or not?

-It's okay to have a cheat day in your dieting
-You should only exercise 3 times a week
-Olive oil is okay to have, but cheese is not.

1. If you want to bank some calories for a more flexible weekend, or a cheat day or whatever you can, but make sure you don't binge. In my opinion though, it's better to learn how to work the foods you want in proper proportions to your normal, every day diet.
2. You can workout as often as you like. Depending on what kinds of exercise you're doing, you need to give a worked muscle group adequate rest/repair time. You can split your lifting and cardio up in such a way throughout the week that you can workout every day without much risk of over training if you're careful with it, and are into that sort of thing. But you can also get solid results from a 3 day split if it's put together correctly.
3. Like everything else, cheese is fine in moderation.

- A cheat meal is personal preference.
It's not necessary, but it's also not necessarily a bad thing. If your goal is weight loss, all that is needed is a calorie deficit. If having a cheat day helps you stay on track while maintaining a deficit, then it may be beneficial. I personally don't do cheat days. I eat what I want every day as long as it fits into my calories, and I occasionally go over my calorie goal here and there but stick to my usual routine 99% of the time.

-Exercise frequency is personal preference. If your calorie goal has a built-in calorie deficit, then the main purpose of exercise is overall fitness. It's usually best to have a rest day or two every week to let your body recover, but people generally exercise 3-6 days a week depending on their schedule and what they like to do. Before I started lifting weights, I did vigorous circuit training about 5 times a week. Now, I run and lift heavy weights 3 times a week and walk my dogs a few times a week. When it gets warmer out, I'll also add in 5-10 mile bike rides a few times a week. The most important part of your exercise program is sustainability - is it something you enjoy and can see yourself staying active long term?

- Olive oil is fine, and so is cheese.
In the context of a balanced diet, there is no bad food. Ideally, you will eat a variety of foods that allow you to meet your body's nutritional goals, but not every day is perfect, and sometimes it takes awhile to work up to a more balanced way of eating. I eat olive oil and cheese. Sometimes I eat butter. Sometimes I drink beer, and I also eat ice cream pretty frequently. I also eat lots of steamed broccoli. I just try to make sure I'm getting enough protein and fat and all the vitamins and minerals my body needs to stay healthy and functioning optimally. Sustainability is also important when it comes to food. If you eat in a way that you enjoy, and you're able to meet your body's caloric and nutritional requirements, you're more likely to stick with your plan long term.