First, it would be "dağlar" and second, after almost all quantifiers in Turkish, you use the singular.
Actually they are not "mountains",they are "fairy chimneys". Check this out: http://www.wikizero.net/m/index.php?q=aHR0cHM6Ly90ci5tLndpa2lwZWRpYS5vcmcvd2lraS9QZXJpYmFjYXPEsQ
I put: "there are a lot of mountains in Cappadocia" and it said that I am wrong
I tend to agree that the very unique rock formations and unusual "Fairy Chimneys" in Cappadocia are not typical 'mountains' per se. Yes, there are also some interesting caves (mağaralar).