Mount Chiliad
From WikiGTA - The Complete Grand Theft Auto Walkthrough
Mount Chiliad is the highest mountain in San Andreas. It is located west of Angel Pine in Whetstone, in the south-west corner of the state. Several dirt roads lead to the top of the mountain, where you can start the Chiliad Challenge.
A 'Chiliad' is a group of thousand. This probably refers to the size of the mountain.