Installing Ruby on Windows
Installing Ruby for Windows is a simple enough affair. Though you can choose to install the compiled binaries, for the beginning Rubyist, using the one-click installer is probably the better option. This option not only guides you through the process, but it also installs a number of built-in libraries.
Sometimes it's just easier to be able to see something while or before you do it. If you're a visual learner, this installation tutorial will walk you through the installation process complete with screenshots.
Installing Ruby on Mac OS X
Though Ruby is pre-installed on Apple OS X Leopard and Tiger, depending on the version of OS X your computer is running, there may be a more recent version available and your Ruby interpreter may need to be upgraded. If you're using the MacPorts software package, installation is as simple as running the following command:
% port install ruby
Installing Ruby on Linux
Ruby is installed on most Linux distributions by default,though if you prefer you can also download the source code above and compile by hand. We prefer to do it the Ruby way, that is, as simply as possible.
Why would you want to have two different versions of Ruby running alongside each other? Unfortunately, as happened with the upgrade from Ruby 1.8 to Ruby 1.9, it can often be some time before Linux distributions can create packages for the newest interpreter, particularly if there are significant changes from version to version. However, you can install and upgrade it yourself, alongside your current version of Ruby, and start exploring the new features right now. Installation does take a little more effort since you will be compiling from source, but it won't conflict with your existing Ruby installation.
Installing Ruby-Related Extras
The Tk GUI toolkit was originally written for the TCL scripting language, but has since been adopted by many other languages including Ruby. Though it's not the most modern of toolkits, it is free and cross-platform and is a good choice for simpler GUI applications.
Why re-invent the wheel? If somebody else has written a module to do what you want to do, it may be in the RubyGems library. Simply install and search the RubyGems repository instead.
Though certainly not a necessity for Ruby programmers, if you want to blow off some steam and have some fun, RubyGame is a must. Create your own video games and program simply for fun.