Gnuplot has a very in-depth help feature when run interactively. To invoke an interactive run, just type

$ gnuplot

in the Terminal.

Some useful help commands include:

gnuplot> help
Pulls up the help page for the help command.
gnuplot> show colornames
A list of all 111 defined colors and their associated HEX and rgb codes are available
gnuplot> help linetype
This shows the defaults linetypes for users without a .gnuplot file