The name of these mountains comes from the blue tinge the range takes on when viewed from a distance. The tinge is caused by electromagnetic radiation which occurs when incoming ultraviolet radiation is scattered by particles within the atmosphere creating a blue-greyish colour to any distant objects. It is widely, but incorrectly, believed that this is created by light reflecting off vapours from eucalyptus leaves.

I found some amusing information:

European settlers initially considered that fertile lands lay beyond the mountains, as was China in the belief of many convicts, but that this didn’t matter much, since the mountains were impassable.

A former convict, John Wilson, may have been the first European to cross the Blue Mountains. [...]Wilson was killed by Aborigines after abducting one of their women for his personal use. [...]

We visited the Blue Mountains months ago, during local late autumn. If you have strong legs, and shoes different than flip flops (yes, there were many tourists walking on these massive rocks with flip flops or thongs as the Aussies call them), there are great walking tracks down a cliff, there are amazing waterfalls and good photo opportunities, such as the view of the Three Sisters. There are also typical tourist attractions, such as the Katoomba Scenic Railway. Well, I guess the choice is yours.