Capadoccia is famed for its weird geology, much more extensive than the white cliffs of Pamukkale. Deep layers of volcanic ash settled into easily carved tufa which has offered shelter to people creating cave-homes from prehistoric times. During the early Christian era it became a popular retreat for hermits and later for other Christians seeking refuge from persecution by Romans and--later--by Muslims.
The heart of this area is the little tourist town of Göreme, where in recent years numerous "cave hotels" have been carved into the rock. There were lots of Christian pilgrims coming here in groups, and even more young people seeking an interesting trip on a budget. There are many real bargains if you shop around. One place was even offering bunkbeds for $3 per night. We stayed at the relatively plush Ottoman House, which offered to set us up for rather high-priced tours of the local sites. We preferred to go shopping, and were fairly satisfied with a tour at about one-third the price.