Advances in reinforcement learning (RL) have led to its successful application in complex tasks with continuous state and action spaces. Despite these advances in practice, most theoretical work pertains to finite state and action spaces. We propose building a theoretical understanding of continuous state and action spaces by employing a geometric lens to understand the locally attained set of states. The set of all parametrised policies learnt through a semi-gradient based approach induce a set of attainable states in RL. We show that training dynamics of a two layer neural policy induce a low dimensional manifold of attainable states embedded in the high-dimensional nominal state space trained using an actor-critic algorithm. We prove that, under certain conditions, the dimensionality of this manifold is of the order of the dimensionality of the action space. This is the first result of its kind, linking the geometry of the state space to the dimensionality of the action space. We empirically corroborate this upper bound for four MuJoCo environments and also demonstrate the results in a toy environment with varying dimensionality. We also show the applicability of this theoretical result by introducing a local manifold learning layer to the policy and value function networks to improve the performance in control environments with very high degrees of freedom by changing one layer of the neural network to learn sparse representations.