Vega State Park is on the northeastern edge of Grand Mesa, a broad, flat-topped erosional remnant. Exposed rocks on the mesa from the Cretaceous and Tertiary eras are capped with basaltic lava flows. The lava flows created a Y shaped outcrop with a tail to the east that suggests that the lava filled an ancient stream bed. The process of erosion carved away the ancient valley walls leaving the lava flows rising above the surrounding terrains.