The journeys of Mr. Oxley, far into the western interior of Australia, gave rise to various and conflicting opinions as to the character of the more central parts of that extensive continent, of which the colony of New South Wales forms but a small portion. I feel, therefore, called upon briefly to advert to the conclusions which that able and intelligent officer drew from his personal observation of the country into which he penetrated, as an acquaintance with his opinions will not only tend to throw a clearer light on the following details, but will, also, convey much necessary information to those of my readers who may not have perused his journals. It is necessary, however, in order to divest the subject of all obscureness, to trace, in the first instance, the progress of inland discovery, in New South Wales, from the first foundation of the colony to the period when Mr. Oxley's exertions attracted the public attention. In the year 1788, the British Government took formal possession of the eastern coast of Australia, by the establishment of a penal colony at Port Jackson. The first settlers, under Governor Phillips, had too many difficulties to contend with to submit themselves to be thwarted from pursuits essential to their immediate safety and comfort, by the prospect of remote and uncertain advantages. It was by perseverance and toil alone that they first established and ultimately spread themselves over that part of the territory, which, flanked by the ocean on the one hand, and embraced as it were by the Nepean River on the other, is now entitled the County Of Cumberland. For many years, this single district supplied the wants of the settlers. Upon it they found ample pasture for their herds, and sufficient employment for themselves. Nor was it until a succession of untoward seasons, and the rapid increase of their stock pointed out to them the necessity of seeking for more extensive pasturage, that they contemplated surmounting that dark and rugged chain of mountains, which, like the natural ramparts of Spain and Italy, rose high over the nether forest, and broke the line of the western horizon. MR. CALEY'S ATTEMPT. A Mr. Caley is said to have been the first who attempted to scale the Blue Mountains: but he did not long persevere in struggling with difficulties too great for ordinary resolution to overcome. It appears that he retraced his steps, after having penetrated about sixteen miles into their dark and precipitous recesses; and a heap of stones, which the traveller passes about that distance from Erne Ford, on the road to Bathurst, marks the extreme point reached by the first expedition to the westward of the Nepean river. LIEUT. LAWSON'S EXPEDITION.