What object set in the game are mountains that I can use to surround an area I do not want the player to be able to climb out of... Like a town with mountains all around it ?

I'd select statics, and filter by mountain. Or, make yourself a "junk" plugin that you will only use for poking around in the world, and find some you like, click on them and see what they're named.

if you search mountain in statics, you will find quite a bit of things to use, especially mountain peak and mountain ridge

mountaincliffs also

For the unable to climb out part, perhaps an invisible wall of collision boxes might do the trick

- Hypno