Listing the terminal commands available for Mac OS
You can hold the esc button for a few seconds (or press it or tab twice in succession). That will list everything executable in the path as well as all shell functions.

Also check out this question: Got any tips or tricks for Terminal in Mac OS X?.

This is a good introduction: Introduction to the OS X Unix Command Line.

If you type apropos .*, you will get a nice list of command and descriptions.