The command palette is fed entries with .sublime-commands files.
Here’s an excerpt from Packages/Default/Default.sublime-commands:
[
{ "caption": "Project: Save As", "command": "save_project_as" },
{ "caption": "Project: Close", "command": "close_project" },
{ "caption": "Project: Add Folder", "command": "prompt_add_folder" },
{ "caption": "Preferences: Default File Settings", "command": "open_file", "args": {"file": "${packages}/Default/Base File.sublime-settings"} },
{ "caption": "Preferences: User File Settings", "command": "open_file", "args": {"file": "${packages}/User/Base File.sublime-settings"} },
{ "caption": "Preferences: Default Global Settings", "command": "open_file", "args": {"file": "${packages}/Default/Global.sublime-settings"} },
{ "caption": "Preferences: User Global Settings", "command": "open_file", "args": {"file": "${packages}/User/Global.sublime-settings"} },
{ "caption": "Preferences: Browse Packages", "command": "open_dir", "args": {"dir": "$packages"} }
]
Entries are filtered by current context. Not all entries will be visible at all times.