These are huge natural slots / cracks in the ground, which is mostly made of sandstone, deepened and polished by ocasional water floods over millions of years. One of the most beautiful natural formations I have ever seen.
Knowledgeable native Navajo tour guides, small/private tour included in the price. We spent two wonderful hours there and totally lost track of time. It is an easy walk, with some stairs, cool temperatures even though it was very hot outside. Perfect! Totally worth the trip.
pd. Be careful with the changing time zones in this area or you may miss your tour start time.