If you want to import data from your previous application, you should distinguish between financial data and other data. Probably the best way to import financial data is the “Quicken Interchange Format” QIF . It is a specific format for financial data, which most financial applications for the private sector know and can use for export.
For other data we suggest the use of the “Comma Separated Value” CSV format.
See https://en.wikipedia.org/wiki/Quicken_Interchange_Format for it's details.
Some GnuCash users collected their knowledge about the best use in our https://wiki.gnucash.org/wiki/Quicken_Migration.
For other formats and more details see Chapter 3, Importing Data into GnuCash.
If you want to import customers and vendors or bills and invoices see Chapter 18, Importing Business Data.