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I am new Linux user and currently I am using GNOME desktop but I would really like to try other ones like KDE and XFCE.
I just wanted to ask some questions regardin Linux Terminal on each of these desktops :
How are commands on those Terminals? For example, we have GNOME Terminal and Konsole for KDE are all commands the same on GNOME Terminal and on Konsole or is there any difference? What about XFCE, what is his Terminal and are all commands from GNOME Terminal usable on it?
Can you please tell me cons/pros for GNOME,Konzole and XFCE's Terminal (nothing too big, just your cons/pros opinions like pros: good layout cons: slower then other Terminals.
The terminals are mostly the same, they are just programs that emulate one of these old hardware-based terminals, and they have absolutely nothing to do with the commands you can use, or how you can use them. The responsible for that is the "shell", which runs inside the terminal emulator. In most distros this will be "bash", but there are many others like ksh, ash, csh and many variants of these.
Since the shell is always the same (regardless of the terminal emulator that you use), the behavior of the command line will be also the same as well. The important thing is that the terminal emulator and the shell are two independent pieces.
The commands are available in other window/desktop managers if the software is installed. I use XFCE but still run k3b, which uses KDE, to burn cds. Don't worry about the terminals. For the most part, they pretty much behave the same.
There is possibility that for example I use Konsole in GNOME desktop ?
Yes. As long as konsole and all the related libraries are installed (which basically means installing all of kdebase and kdelibs).
It's worth noting that starting kde applications will always trigger the load of the basic shered kde components like kded, kdeinit, kdelauncher and a few more. So, the first kde application you launch outside of the kde desktop can take a bit longer to start, after that, the rest should load just as quick as they do on the kde desktop.
If that's a concern to you, you could always use some trick, like preloading konqueror when gnome (or xfce) starts, which will do that for you (if my memory works right, xfce even has an option for that somewhere inside its control panel).
You want to say I can choose from more Terminals? Where can I find list that is more in depth?
There are lots. The kde one is konsole. There's gnome-terminal, terminal (xfce), xterm (the generic terminal shipped with the X server), rxvt, rxvt-unicode, mrxvt, aterm, eterm, and a plethora of others derived from these, some others specific for some alphabets (like kterm for Kanji), or more exotic stuff like kuake (I think that was its name) or tilda.