What is the difference between "University of Bla" and "Bla University"?

There is no difference. It depends on what the actual name of the university is. Some universities have chosen the name University of X, while others have chosen X University.

It’s similar to how some people are called Sarah, some Sara, and some Sarra. It’s all the same name, but you should write it the way that particular person writes it, not according to some arbitrary ‘rule’—same thing with universities.

There is no real difference, but it is noteworthy that some US states with public university systems use the two different forms to distinguish those systems. For example, in Washington, Texas and Utah there are multiple university systems distinguished by whether "university" comes first or second:

• University of Washington, University of Utah, University of Texas
• Washington State University, Utah State University, Texas State University

Usually one of these has more "prestige" than the other, and sometimes the academic focus is different between them, and often they are funded differently.

Note that there are some private universities named as if they were a state university, however. One such example is the privately-funded University of Pennsylvania (founded by Benjamin Franklin).