I'm not too sure about case-insensitive autocomplete (though it would be nice sometimes!) As for your second question though, it depends what sort of utilities you have installed. Of course, if you have more software installed, there will be a wider variety of commands available from the console, but there are a lot of standard ones. Some, such as 'cd', are provided by the shell (usually bash, if you're using Linux), and others, such as 'ls' are provided by separate programs.
I'd suggest checking out RUTE
, an extremely thorough introduction to Linux. A much more concise introduction to the basics is the Linux Cookbook
. Also, this article
gives a nice overview of most of the useful console commands. Last but not least, there's a list of useful commands here on the LinuxQuestions Wiki
. There's plenty more if you do some google searching. Good luck!