The dependences of various nanoindentation parameters, such as depth of penetration d, indentation diameter a, deformation zone radius R, and height h of hills piled up around indents, on applied load were investigated for the initial (unrecovered) stage of indentation of the (100) cleavage faces of MgO crystals by square pyramidal Si tips for loads up to 10 μN using atomic force microscopy. The experimental data are analyzed using theories of elastic and plastic deformation. The results revealed that (i) a, R, and h linearly increase with d; (ii) the development of indentation size and deformation zone and the formation of hills are two different processes; (iii) the load dependence of nanohardness shows the normal indentation size effect (i.e., the hardness increases with a decrease in load); and (iv) there is an absence of plastic deformation involving the formation of slip lines around the indentations. It is found that Johnson's cavity model of elastic–plastic boundary satisfactorily explains the experimental data. The formation of hills around indentations is also consistent with a new model (i.e., indentation crater model) based on the concept of piling up of material of indentation cavity as hills.