It depends on the type of terminal
On (X) Ubuntu LTS GNU / Linux , gnuplot seems to be looking for fonts in the whole default directory host. For example, the following line worked by default using terminal png :
set terminal png font "texgyrepagella-regular.otf" 12
Even if I did not have the environment variables set, and the package manager previously installed this font in /usr/share/texmf/fonts/opentype/public/tex-gyre . Nice!
However, if I use the more advanced terminal pngcairo , the same font is indicated by its name; not his name. Even nicer!
set terminal pngcairo font "TeX Gyre Pagella, 12"
Also note the syntactic difference in determining font size.
source share