The console terminals are by default "login shells" which means that the /etc/profile file gets sourced. This file configures a number of things, including the prompt. It also sources other file(s) such as maybe a ~/.profile file if it exists.
To see how this works, open your GUI terminal and type:
don't forget the leading period! This should change your prompt to one like the one in the virtual console.
To have this happen when you open a GUI terminal, there are a number of ways, including setting your GUI terminal up to start as a login shell.
As for the $ vs the # symbols: by default, bash (and perhaps other shells) use the # to indicate root, and the $ to indicate non-root users. If you su to root, you should automatically get the # symbol, unless the root prompt is configured differently in /etc/profile or /root/.profile
Sasha