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.
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.