Pigeon Forge wouldn't exist as a tourist destination if not for the Great Smoky Mountains National Park. There is no shortage of great hikes, but the 2.3 miles to Alum Cave Bluffs is particularly worthwhile. When you get to the vantage point, you'll see gorgeous views (you'll understand the term "Blue Ridge" in a new way) from beneath a protected bluff.
Go on a Jeep tour of the Great Smoky Mountains.