Thanks, that fixed it.
Trying this variant with colors:
var('x y');
cmsel = [colormaps['gnuplot2'](i) for i in sxrange(0,1,0.02)]
plot3d(lambda x,y:(1/(math.sqrt(2**2)*pi))*(x+I*y)*exp(-(0.25)((x+I*y)**2)),(x,-2*pi,2*pi),(y,-2*pi,2*pi),adaptive=True,color=cmsel)
But something stops here.
Is this a wrong type of way of plotting that function?