The response of electron systems to electrodynamic fields that change rapidly in space is endowed by unique features, including an exquisite spatial nonlocality. This can reveal much about the materials' electronic structure that is invisible in standard probes that use gradually varying fields. Here, we use graphene plasmons, propagating at extremely slow velocities close to the electron Fermi velocity, to probe the nonlocal response of the graphene electron liquid. The near-field imaging experiments reveal a parameter-free match with the full quantum description of the massless Dirac electron gas, which involves three types of nonlocal quantum effects: single-particle velocity matching, interaction-enhanced Fermi velocity, and interaction-reduced compressibility. Our experimental approach can determine the full spatiotemporal response of an electron system.