Here's why:

* Mud: Mud is a mixture of fine-grained sediment, primarily clay and silt.

* Lithification: This process involves compaction and cementation.

* Compaction: As layers of mud accumulate, the weight of the overlying sediment squeezes out water and air, compacting the particles together.

* Cementation: Dissolved minerals in groundwater precipitate between the sediment particles, acting like glue to bind them together.

* Shale: The resulting rock is a fine-grained, layered sedimentary rock with a characteristic fissility (it breaks easily along parallel planes).

Note: Other types of sedimentary rocks can also form from mud, but shale is the most common outcome.