If you have gnuplot 4.2 or newer, you can do this fairly easily. You will need to get rid of the comment marker in the first line though.
With a file like this:
index name1 name2 name3
1 2 3 4
2 3 4 5
3 4 5 6
4 5 6 7
the following will do what you want:
set key autotitle columnheader
plot 'a.dat' u 1:2 w l, '' u 1:3 w l, '' u 1:4 w l
If I do set term dumb
before plotting, I get a nice ascii plot. I love gnuplot!
7 ++----------+----------+-----------+-----------+----------+---------$$$
+ + + + + name1$****** +
| $name2 ###### |
| $$$$$$ name3 $$$$$$ |
6 ++ $$$$$$ ###
| $$$$$$ ###### |
| $$$$$$ ###### |
| $$$$$$ ###### |
5 ++ $$$$$ ###### ***
| $$$$$$ ###### ****** |
| $$$$$$ ###### ****** |
| $$$$$$ ###### ****** |
4 $$$ ##### ****** ++
| ###### ****** |
| ###### ****** |
| ###### ****** |
3 ### ***** ++
| ****** |
| ****** |
+ ****** + + + + + +
2 ***---------+----------+-----------+-----------+----------+----------++
1 1.5 2 2.5 3 3.5 4