There are generally three interpretations of how the Giant's Causeway was formed:
The geological view is that the causeway was formed during the Tertiary period some 62/65 million years ago during a long period of igneous activity. Three episodes of lava outflows occurred here known as the Lower, Middle or Causeway and Upper Basalts. Lulls occurred between the outflows as is evident in the deep inter-basaltic layer of reddish brown 'lithomarge' which is rich in clay, iron and aluminium oxides from weathering of the underlying basalt. The causeway area would have been situated in a sub tropical region at that time, at about the latitude of northern Spain, experiencing hot and humid conditions. This came about due to the fact that the earth's crust is floating on moving plates known as 'tectonic plates', these move slowly but over millions of years they can travel thousands of miles. When the causeway was being created we would have been joined to the eastern seaboard of America.
The hexagonal columns of the causeway occur in the middle basalt layer, the same formations can be seen at Staffa in Scotland (Fingal's Cave) and they also occur in the surrounding landscape of North Antrim and many other parts of the world. The fascinating pattern that we see in the causeway stones form as a result of rock crystallization under conditions of slow cooling. This usually occurs when the flow is thick or when it fills a depression such as a river valley (as at the Causeway).
Another interpretation is that the causeway was formed by humans, this probably has stemmed from the legend of Finn MacCool, and not surprisingly as if you arrived here some 10,000 years ago with no knowledge of geology or the world, you might have come to this conclusion.
The third interpretation is the Creationist view who believe the causeway was created by God as part of the making of the earth about 6,000 years ago.
Whichever interpretation you go for, the site is still an awesome natural phenomenon.