Does GDB support Stepping into a Specific function, say either f or g, on lines containing expressions of nested function calls such as
f(g());
similar to what Visual Studio 2010 support. Maybe a GDB script is the solution?
Does GDB support Stepping into a Specific function
No. If you want to step into g, a simple step should do it. If you want to step into f, do step, finish, step.
You are welcome to file a feature request in GDB bugzilla, though I doubt Step into Specific can be reasonably implemented in a CLI debugger.