Not sure if the Causeway is part of the same geological feature as Fingal's Cave but there is a connection of sorts -

It became known as Fingal's Cave after the eponymous hero of an epic poem by 18th-century Scots poet-historian James Macpherson. It formed part of his Ossian cycle of poems claimed to have been based on old Scottish Gaelic poems. In Irish mythology, the hero Fingal is known as Fionn mac Cumhaill, and it is suggested that Macpherson rendered the name as Fingal (meaning "white stranger") through a misapprehension of the name which in old Gaelic would appear as Finn. The legend has Fionn or Finn building the causeway between Ireland and Scotland. (Wiki).