You have some braces that you don't need. This will work:
DateListPlot[{FinancialData["GLD", "Jan 1,2006"],
FinancialData["SLV", "Jan 1,2006"]}, Joined -> True,
PlotLegends -> {"Gold", "Silver"}]
Use the braces to hold all of the series that you want to plot, not each individual one.
Tim