Very seriously. This is apparently a town, a state park, and a rest stop on the garden state parkway. Despite desperate attempts last weekend, I couldn't find my way from the highway to the state park and wound up in horrendous traffic. The silver lining is that it prompted me to actually buy a map.
According to Wikipedia, this word comes from a Lenape Native American word for 'upland' or 'upland village.' But I'd rather picture Cheesquake State Park as a place where they pass out cheesecake at the entrance. Or where there is cottage cheese rustling nervously in the breeze.