Ancestral Puebloans who decided to settle in
Walnut Canyon took advantage of their surroundings and instead of building houses on the ground, they built them in the rock overhangs. This had several advantages, such as giving their inhabitants better protection from the rain, cold or extensive sun, as well as it saved them "construction costs" as they needed to build only one wall instead of five :)
There are two trails in the park: The Rim Trail, from which you can enjoy the canyon from above and also play a game with yourself and see how many cliff dwellings you can spot on the canyon sides; and The Island Trail, which lets you see several cliff dwelling houses from up close.
Pictures below were taken from the Island trail:
