The formation of new adipocytes from precursor cells is a crucial aspect of normal adipose tissue function. During the adipogenic process, adipocytes differentiated from mesenchymal stem cells give rise to two main types of fat: white adipose tissue (WAT) characterized by the presence of adipocytes containing large unilocular lipid droplets, and brown adipose tissue (BAT) composed by multilocular brown adipocytes packed with mitochondria. WAT is not only important for energy storage but also as an endocrine organ regulating whole body homeostasis by secreting adipokines and other mediators, which directly impact metabolic functions in obesity. By contrast, BAT is specialized in dissipating energy in form of heat and has salutary effects in combating obesity and associated disorders. Unfortunately, WAT is the predominant fat type, whereas BAT is scarce and located in discrete pockets in adult humans. Luckily, another type of brown adipocytes, called beige or brite (brown-in-white) adipocytes, with similar functions to those of “classical” brown adipocytes has recently been identified in WAT. In this review, a close look is given into the role of bioactive lipid mediators in the regulation of adipogenesis, with a special emphasis on the role of the microsomal prostaglandin E (PGE) synthase-1, a terminal enzyme in PGE₂ biosynthesis, as a key regulator of white-to-brown adipogenesis in WAT.