I have a dense plot of over 20,000 data points with x and y values in a narrow range of both x and y. A simple XY plot of this data shows the very dense nature of the data. I wondered whether there is a way to select a certain bin size and then colour by frequency that the values were in the bins, hence find clusters within the data.
I suggest you try Origin's built-in 2D Binning command. Select the Y column, run Edit > Convert to Matrix > 2D Binning and enter the bin dimensions in the resulting dialog. That will create a matrix for which the X and Y dimensions are those of the starting worksheet and the Z dimension (cell values) are the frequencies for the corresponding bins. You can try various plot types to display the matrix but I'd start out with a contour plot.