Hi William,
Thanks for your interest!
My passion for NSW comes from my Grandmothers family as they all emigrated to a little town called Bendemeer in the late 1800s. I guess my interests otherwise are not really broad but I am aiming to try and have a page for Bendemeer in the future.
Some of the issues I have come across with NSW and particularly that region is firstly a lack of records and those that might be available hidden somewhere that I haven't found them yet. I am lucky to be able to get to the cemetary and also get guidance from my grandmother. Otherwise I piece together random bits from newspaper articles etc. I would like one day to get some particular birth extracts but I can't afford to do this at this time. Cost is always a barrier for me with this hobby!
My family isn't linked to any convicts but there are stories from all over, I haven't really come across effects per se. I know that records for these people are hard to find in some ways (what happened after they came here) but easier in other (how, when, why they came).
Aboriginal Australian history is extremely patchy. A large part of the culture is spoken word and thus family histories are extremely incomplete. Traditionally their family structure isn't nuclear, with people identifying with a larger family and kinship 'groups' based on location and language.
In early Australian times records were simply not kept. My great-grandmothers had a 'sibling' adopted into their family, I know little about him except for his approximate burial location. A great part of history is also due to the 'Stolen Generation' where indigenous children were removed from their communities forcibly to try to conform them to western culture - this has had lasting devastating effects, mostly for their descendants and the Aboriginal Australian culture but does affect records of individuals. A good example of the genaelogical records that are missing is that the Australian census did not cover most of the Aboriginal Australian population up until about 50 years ago.
'Rabbit Proof Fence' is a marvelous movie (one of, if not the best movie ever from Australia). Those 3 girls were part of the 'Stolen Generation' and perhaps this story is only able to be told now as they were extremely lucky to find their way back to their home.
In saying all this there is a great history that has been passed down through thousands of years. Art, music, spiritual aspects, some language and music are well documented and are extremely interesting if you like Australia.
Hope that covers things, happy to answer any more questions, anytime! 
Cheers,
Cara
