How did Colorado get its shape?

Colorado was shaped primarily by volcanic activity and severe erosion of land formations by wind and water. A great part of the state was once a seabed. The wind formed the shape of the Great Plains and Sand Dunes. The Rockies and other rock formations were once much larger, the result of the Great Divide and other movements in the plates, and were worn into their current shape and size by wind and water.

If you mean the state boundary, Colorado was one of the states thrown into the Union to equal sides out and the shape mostly has to do with political boundaries and the shapes of the older states and territories owned by other countries.