Often, this land was once a beautiful place before the Big Bad got hold of it, and it's presented as a stark example of what could happen to the hero's world should he or she fail in stopping the Big Bad. In a Fantasy Setting, Mordor is often this way because the evil of the Big Bad who rules the place radiates throughout the land, or because his Black Magic acts as a Curse on it. It may even be an Eldritch Location, defying the laws of nature (and most Eldritch Locations are Mordor). May contain the ruins that show that once people had lived here. Expect frequent volcanoes and/or ice storms. Poisonous marshes and swampland are also quite common. What little vegetation there is (if any) will be withered and rotting or mutated into an "evil" variety that's covered in sharp thorns and/or liable to eat people.
The sun is always hidden behind endless dark storm clouds. Mordor is a black and bleak type of shadowland.