Great question. The would 'such' is more referring to an event. "It was such a shock to find out Uncle Bob work as a circus clown" or " The amusement park ride was such fun, we wanted to do it again." Where as 'so much fun' is more describing the emotions of something. "Our family had so much fun at the fair, we look forward to going back next year." "Thank you, I had so much fun at your party I will not forget being there." I hope this helps.