It usually starts to form during puberty, but it's not always noticeable at that age, as skin tends to be suppler. No, it's exactly the same as other fat in the body. It is subcutaneous fat, which simply means 'under the skin'. Women have more body fat than men, especially around the hips and thighs. Unfortunately there's little or nothing you can do to prevent cellulite.
Most women have cellulite - even thin ones.
There are a number of creams available, which claim to reduce cellulite, but these have not been proven to work. These often contain seaweed, ginko biloba, green tea extracts or other ingredients, usually intended to stimulate the circulation. Splash out on these by all means, just don't expect miracles, although you may notice an improvement in the texture and firmness of your skin which is probably due to the massaging action you use. A number of herbal supplements also claim to help reduce cellulite by stimulating the circulation, increasing the metabolic rate and clearing excess fluid. Many beauty clinics also offer mud wraps and detox sessions.