Use File > Save As Default to set the plot that will be created by File > New. Any settings, definitions and parameters are then reused from that file.
Any directory containing .cplot files can be added to the Gallery menu. If "Keep default gallery" is checked, the files will be inserted before the builtin gallery, if unchecked, the builtin gallery will be completely replaced. Aliases are followed and folders get turned into submenus.
If enabled, saved .cplot files automatically get a custom Finder icon that is an image of the contained graphs.
Most transparency modes (Multiply is the exception) require back-to-front (as defined by the current viewpoint) sorted drawing to look right. This setting enables that sorting, which makes everything look much nicer, but it can drop the framerate quite a bit because the sorting must be done on every redraw.
When turned on, there will be a new item "Antialiasing" in the Settings box on the right. This still uses OpenGL's accumulation buffer, which is deprecated in current versions, for the fullscreen antialiasing. So this may or may not work on your graphics card / driver.
Normally CPlot reduces the quality of graphs as much as needed to guarantee a minimum framerate of 40 FPS. Unless this setting is disabled. The downside of this being enabled is that the transient frames can be very ugly when the graph takes longer to compute.
For surface graph computation. The default is to use one thread per core.