"full of rocks," late 15c., rokki, from rock (n.1) + -y (2). Earlier in Middle English as rochi (c. 1300), from French roche. The sense of "unsteady, unstable, tottering" is by 1737, from rock (v.1). The meaning "difficult, hard" is recorded from 1873, and may represent a bit of both.
The Rocky Mountains were so called by 1802, translating French Montagnes Rocheuses, first applied to the Canadian Rockies. "The name is not directly self-descriptive but is an approximate translation of the name of the former Native American people here known as the Assiniboin .... The mountains are in fact not noticeably rocky" [Room]. Bright notes that "These Indians were called /assiniipwaan/, lit. 'stone Sioux', by their Cree (Algonkian) neighbors".