... are not actually blue. Well, the sky is, but by that criteria pretty much everything in Australia could be called blue, during the daytime at least. Then you'd end up with 'The Blue Beach', 'The Blue Park' and 'The Blue Outdoor Fruit Market'. Maybe the mountains are sad? Even then 'The Miserable Mountains' would sound better. So the naming of the Blue Mountains shall remain a mystery. What was amazing about them, ironically, was how green they were. Scottish mountains are grey and lumpy, when they are not covered in snow. These mountains were covered in trees as far as the eye could see, and presumably further since they cover an area the size of Wales.* (Whenever I'm surrounded by trees as far as the eye can see I think, for some reason, of the cartoon book 'Asterix in Corsica'.)
The clever thing (which never happens in Scotland) is that you start off at the top and get all the distracting views out of the way at the start of the walk, then stomp down into the gloomy forest for the day before an exhilaratingly climb out of the valley to finish off with amazing views again. It's like a negative image of British hill walking; instead of collecting Munro summits there's probably a keen Aussie climbing culture which ticks off valleys and canyons.
* I couldn't tell you for sure if the forest was the size of Wales**, but it seems about right in my imagination, and that's the standard unit of area comparison used by British people. I imagine Australians measure area in 'Tasmanias' but I haven't got a handle on how big Tasmania is yet, so we'll stick with Wales for now.
** Wales is just over 50 times the size of the Isle of Wright. I don't know what that is terms of Olympic-sized swimming pools.