Food density is not about brick-like Yule fruitcakes. It means caloric density, or the number of calories in a volume of food.
High density foods have a lot of calories in a small amount of food. These are fatty foods such as fast food meals and fatty meats, and sugary items such as candy, cakes, cookies, and sodas.
Low density foods have fewer calories in each amount. They often have a lot of water or fiber, and tend to be low fat. Most fruits and vegetables are low density foods.
Eating low density foods is helpful for your diet, because you feel fuller with a lower calorie intake. The water in vegetables and fruits increases the volume in your stomach, allowing you to feel satisfied with much fewer calories. The fiber in whole grains and vegetables not only increases your sense of fullness, but helps you feel fuller longer because it takes longer to digest.
Switching to lower density foods should be done gradually. Let your body accommodate itself to the increase in fluid volume and fiber content. You will improve your health overall by making this switch.