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GDB is a large and complicated program, and if you first starting to work on it, it can be hard to know where to start. Fortunately, if you know how to go about it, there are ways to figure out what is going on.
This manual, the GDB Internals manual, has information which applies generally to many parts of GDB.
Information about particular functions or data structures are located in comments with those functions or data structures. If you run across a function or a global variable which does not have a comment correctly explaining what is does, this can be thought of as a bug in GDB; feel free to submit a bug report, with a suggested comment if you can figure out what the comment should say. If you find a comment which is actually wrong, be especially sure to report that.
Comments explaining the function of macros defined in host, target, or native dependent files can be in several places. Sometimes they are repeated every place the macro is defined. Sometimes they are where the macro is used. Sometimes there is a header file which supplies a default definition of the macro, and the comment is there. This manual also documents all the available macros.
Start with the header files. Once you have some idea of how GDB’s internal symbol tables are stored (see symtab.h, gdbtypes.h), you will find it much easier to understand the code which uses and creates those symbol tables.
You may wish to process the information you are getting somehow, to enhance your understanding of it. Summarize it, translate it to another language, add some (perhaps trivial or non-useful) feature to GDB, use the code to predict what a test case would do and write the test case and verify your prediction, etc. If you are reading code and your eyes are starting to glaze over, this is a sign you need to use a more active approach.
Once you have a part of GDB to start with, you can find more specifically the part you are looking for by stepping through each function with the next command. Do not use step or you will quickly get distracted; when the function you are stepping through calls another function try only to get a big-picture understanding (perhaps using the comment at the beginning of the function being called) of what it does. This way you can identify which of the functions being called by the function you are stepping through is the one which you are interested in. You may need to examine the data structures generated at each stage, with reference to the comments in the header files explaining what the data structures are supposed to look like.
Of course, this same technique can be used if you are just reading the code, rather than actually stepping through it. The same general principle applies—when the code you are looking at calls something else, just try to understand generally what the code being called does, rather than worrying about all its details.
A good place to start when tracking down some particular area is with a command which invokes that feature. Suppose you want to know how single-stepping works. As a GDB user, you know that the step command invokes single-stepping. The command is invoked via command tables (see command.h); by convention the function which actually performs the command is formed by taking the name of the command and adding ‘_command’, or in the case of an info subcommand, ‘_info’. For example, the step command invokes the step_command function and the info display command invokes display_info. When this convention is not followed, you might have to use grep or M-x tags-search in emacs, or run GDB on itself and set a breakpoint in execute_command.
If all of the above fail, it may be appropriate to ask for information on bug-gdb. But never post a generic question like “I was wondering if anyone could give me some tips about understanding GDB”—if we had some magic secret we would put it in this manual. Suggestions for improving the manual are always welcome, of course.