With a CLI you have absolutely nothing. There is nothing to see at all, nothing to even begin to interact with to discover the capabilities.
I kindly disagree :-): I would say that with the CLI you have the exact equivalent: man pages.
Just like for a GUI you have to know that by hovering the cursor about an icon you will get some text description, with a CLI you have to know that there are man pages. And just like a bad GUI may have cryptic icons without any description text, a bad CLI will have no manpage. But we should compare a good GUI to a good CLI, to be fair.
[0] admittedly a holdover from the typewriter, but even presented only a keyboard and a screen I've had a kid realize that one special key makes the words go vertically instead of horizontally.
In most GUI applications I can at least find the word “help” of I look around.
Unless the GUI uses some material style nonsense. Then you have to guess where buttons are. Menus are so uncool. Every modern emacs distro starts with disabling them. Mobile apps have replaced the menubar with the hamburger button by necessity. Modern desktop GUIs have copied that despite it clearly being worse on a desktop than a menubar.
1. People have to learn the basics of the GUI. Take someone who lived 50 years without seeing a computer and show them Windows. They will have to learn that they can move the mouse, left/right click, and even move while clicking. They will have to learn that some parts of the UI are interactive (e.g. buttons) and others aren't. It is not as intuitive as people tend to imply. My father still double-clicks on elements that - to me - obviously don't require a double click (like a hyperlink). And many people are completely lost if you move them from their Windows to macOS or some Linux UI. Or even between two flavours of Android.
2. Once you know the basic of GUI ("there is a start menu", "I can click on buttons", ...), the UI does not show you that there exists apps like Photoshop to edit pictures, or like Slack to talk to people. You have to somehow learn about the app from somewhere, install it, and only then you get their UI that "shows you what's possible".
I would argue that the CLI is actually quite similar. Once you have learned the basics ("I can change directory", "I can `man cmd`"), then you have to discover apps somehow (e.g. a friend saying "install git with `apt install git`"), and then you can just open the manual with `man git`, and it will most definitely show you what's possible.
The difference, I think, is that people generally don't really want to learn the CLI (it "looks old", I guess?), and many apps don't provide proper manpages (pretty sure most developers don't know how to even create manpages, or package their app for their distro).