Majin Vegeta is the form Vegeta became when he became a follower of Babidi.

When Babidi attempted to mystically take control of Vegeta, he invaded his mind, something he could only achieve because of the hidden depths of evil lurking within his heart. This action was Babidi’s last defence in an effort to use him against the other Z Fighters. It is revealed that Vegeta could have stopped his possession but willingly chose to let Babidi take control of his body, believing that by awakening the evil intentions within himself he would finally be able to defeat Goku. As he fought along side the Z Fighters during the years and grew attached to his new home on Earth and his family, Vegeta struggled to hold onto his merciless dark side which he believed was the true source of his power.

Vegeta realized that without a heart of pure good or pure evil, competition with Goku, and after being saved by Gohan during the Cell Games, that he was slowly losing his power. Seeing how Babidi’s magic had affected Majin followers, Vegeta realized that Babidi’s magic could return him to his former self, as he had been when he first arrived on Earth and fought Goku.