Importing Objects

In Unity 3D is recommanded to import only .FBX models? I observed that I can import any formats (.OBJ, .BLEND, .C4D, …) but more people are recommend me to use .FBX. Why? What is good at this format?

Because it’s a relatively well-documented, widely-supported format that supports objects with rigs, textures, and animations.
If you’re using Blender, import from .blend. If you’re using Cinema4D, use .c4d. If you’ve purchased a model in .obj format, import directly from that…