Shale is a dark-coloured rock made of compressed particles of mud (clay). The mud was laid down in places where there were no big waves, such as far off the coast. As mud was laid on mud, so the layers at the bottom were squashed so much that all of the water in them was squeezed out and the mud turned to stone.
Shale is a very common rock. However, it is not a strong rock and so is rarely used in building. If it is in a cliff, it tends to collapse easily, making the cliffs dangerous.
If you get layers of shale and sandstone in a cliff, the sandstone (which is hard) stands out as ledges while the shale falls away. This tends to make the cliff look like a staircase. It can also happen in some river valleys. The best example is the Grand Canyon. All of the gently sloping parts of the valley are made by shale.