Another great hike is to Walnut Canyon. The stairs initially going down into the cliff village is steep so if you have a difficult time walking, take it slow. Lots of people climb the stairs and it became a running joke from the passerbys both up and down the steps. Bring water and a hat with you for a more comfortable visit.....and also use sunblock. Remember that you'll be at a higher elevation and breathing can be difficult for some people.
Why did they live in the cliffs? These canyons are secluded and out of sight from other people. The cliffs protected the people from invaders and extremely cold temps. It also provided some protection from the brutal summer sun. Several "homes" located around the cliffs acted as lookouts for the village.
....of the Sinagua people.
As a kid, I thought they were cool. As an adult, I view them with a deeper appreciation of history and culture.