Comment # 2 on bug 1222342 from Tom de Vries

Saving history is a feature I haven't used before, but I've read the docs now
to understand what it's supposed to do.

I agree with Michael that it looks like at least part of the problems reported
in comment 0 can be caused by using the default history file which resides in
the current directory.

Anyway, I've now enabled it in my .gdbinit, like so:
...
$ cat ~/.gdbinit
set history filename ~/.gdb_history
set history save on
...
and I'll test-drive it for a while.

I've tried out the use case of opening two gdb sessions at the same time, and
the resulting history file looks sane, so at first glance there doesn't seem to
any truncating going on there.

The reported "the history only has half the commands I used in the previous
session" may just be the history size parameter, defaulting to 256 taking
effect.