This is the industry standard GDB:
https://www.sourceware.org/gdb/
You can find a lot of information about using it by searching on the Internet. However, we recommend using the GUI interface of the IDE's sketch debugger instead of the command line interface offered in the Debug Console.
Generally you would only use the command line interface for very advanced operations for which there is no GUI interface, if you are familiar with GDB and prefer using it directly instead of a GUI, or when troubleshooting some unexpected behavior of the GUI.