I'm not a pro on this but I know that not many users are active on this forum. So I will still try to answer your questions.
No, not all Linux systems use the same commands. There are many distributions and they can all implement their own commands. Some base commands like 'ls' are probably available on all systems but when diving deeper into the system things can surely change.
Compatibility is an issue. Applications are compiled for a specific distribution so it can certainly be that not all software is available for PCLinuxOS.
If you are a beginner I would advise to run Ubuntu. It has a large community and almost any software will work on that distro.