A great reference about gnuplot is Philipp Janert's Gnuplot in Action. This book explains straight to the point gnuplot concepts, like ploting funtions, reading from a file, selecting columns for plot, exporting plots as images, and creating macros, right in the beginning.
Interesting features, like plotting data that's not sorted as well as multi-line records are also covered.
Smoothing a line with bezier from data obtained from a file "text.txt" is explained to be as simple as:
plot "test.txt" smooth bezier
This book also shows how to create logarithmic plots using gnuplot, with sidebar explanations included.
A crazy example showing how to plot a unix password files is presented, so that some string related data can be shown. Hot keys and mouse are also covered.
There's an entire chapter dedicated to plot styles. Errorbars are covered in the same chapter.
Another very interesting chapter is the one that deals with 3D plots through surface plots (splot) and contour functions.
A nice explanation about terminals as well as macros, scripting and batch operations is done at the end.
Overall, Gnuplot In Action is a depth reference about gnuplot and everyone who needs a deep understanding of this great tool should have this book for handy reference.
In order to evaluate the book, one can get the freely available sample chapter Essential Gnuplot.
One can also get the software through http://www.gnuplot.info/ or by using one's preferred package manager.