Although Linux has improved a great deal in recent years considering GUI and configuration utilities, I still feel Console is essential and unavoidable part of Linux. And yet, I don't know them all. Therefore I wonder is there any full reference of linux shell commands? I want learn it all.
You have not been specific enough. By shell commands you mean commands for specific shell (like BASH, Korn, C) or all commands that can be executed from command line? If first is the question then simple man bash would do the trick. Or you can visit official website. Considering other options there are few possible solutions. You can buy a book. There are few quite good reference guides written. Or you can search internet. Most comprehensive collection of linux commands can be found on SGI website (as far as I am concerned).