You can start with this command:

:help gui-init

This will load gui.txt, which should reveal a portion called “Recommended place for your personal GUI initializations”—this will lead to this file:

$HOME/.gvimrc

Here is a sample .gvimrc file:

colorscheme darkblue
set expandtab
set guifont=Monospace\\ 20
set hlsearch
set incsearch
set laststatus=2
set number
set shiftwidth=4
set tabstop=4
set tbis=large

Options like tbis and guifont can be found in quickref.txt, which can be loaded with this command:

:help option-list