This is a list with common mistakes / gnuplot error messages and how to fix them. It is slowly filled by the most common mistakes I see in user scripts.
Also look in the Gnuplot-Output at the bottom of the plot page.
expecting 'lines', 'points', 'linespoints', 'dots', 'impulses','yerrorbars', 'xerrorbars', 'xyerrorbars', 'steps', 'fs
Use one of the styles above.
undefined variable: plot
You probably used plot more than once or used an undefined variable.