In humans, the skin has a layer of fat under it, separating the skin from the deep connective tissue (fascia) that surrounds the muscles.  In the female, to give the feminine shape, there is more subcutaneous fat around the buttocks and thighs.  When this is distributed smoothly, it gives a lovely curve which is what we all aim for.

However, in females, the skin is tethered to the deep connective tissue by connective tissue strands which pass through the subcutaneous fat.  This helps to hold the skin in place and support it, but unfortunately can also be responsible for pulling in the skin at points, giving the dimpling of cellulite.  Therefore the appearance of cellulite is a result of pulling in by these connective tissue strands, and pushing out of the areas between them by the fat or fluid - such as tissue fluid or lymph.