Hi Jimmy
Other posters in this thread make some good points, but here is some more information-
1.) Synthetic oil is not synthetic- it is made by distilling various gasses like methane, carbon dioxide, carbon monoxide and others into a liquid, to which much the same additives are added as to mineral oil.
2.) The problem with mineral oil is that the molecules are not the same size, meaning that some oil molecules are too small to provide proper lubrication; thus, the entire lubrication load is placed on the large molecules. On the other hand, the molecules in synthetic oil are all exactly the same size, meaning the lubrication load is shared equally between all the molecules in the oil. Look at the picture below to see how this works-
3.) The viscosity of mineral oil is influenced by some types of molecules that change their shapes as the oil temperature changes. As the oil gets hotter, these molecules spread themselves out into what looks like small plates, which makes the oil flow easier but with some oil formulations, these "plates" spread themselves out so thin, and so far apart that lubrication starts to suffer. To prevent this, manufacturers add special additives to control this "spreading out" when the oil is hot to improve lubrication at high oil temperatures, but the downside is that at low temperatures, these additives cause oil molecules to clump together, making the oil very difficult to pump around the engine, thereby reducing effective lubrication.
Synthetic oil does not need this special additive because the oil has a natural tendency to flow at a constant rate over a wide range of temperatures, which means that the oil provides superior lubrication right from start up to shut down.
4.) Not all oil sold as synthetic is in fact synthetic. Mineral oil that is extracted through "hydro cracking", also known as "fracking", is still mineral oil. The only difference is that it was brought to the surface by a different method, but in some markets, especially the USA, this mineral oil is sold as synthetic, so be careful of what you buy. You may be getting mineral oil instead of synthetic when you buy imported oil.
5.) You can safely use synthetic oil in any car engine. It mixes freely with the little bit of mineral that stays behind in the engine when you change oil.
6) It is NOT correct to say that car makers fill new engines with mineral oil, and only change over to synthetic oil at the first service. All engines that require synthetic oil receive synthetic oil at the first fill in the factory, because engines that require synthetic oil won't survive with mineral until their first service. Mineral oil just cannot provide the lubrication required to keep a high performance engine alive, and besides, mineral oil will kill the emission control system in the first couple of thousand kms.
I hope this answers some of your questions. If you want to know more, feel free to post your questions to this thread.