I used to be an occasional Ruby user and it was only after I started using it more often that I got the hang of things. I can give you a "pro tip", which is to never, ever use the Ruby provided by your distro, and to always use RVM. Getting RVM running on OS X and Ubuntu should be smooth sailing, and you'll find that installing gems just works after that.
The only caveat is that some gems require compilation of native C extensions, which if you don't regularly compile things on your machine may require you to install lots of extra stuff (especially on the Mac).
The state of affairs with Ruby OS integration is pretty poor.
It's not a problem for me because Ruby is my bread and butter, so of course I have rvm (or rbenv) installed at all times. But as I user I think it's unacceptable to have to do a manual installation just to run extremely simple programs. It'd be nice if the community were more responsive to fixing the problems faced by the package manager maintainers.
IMO, it'd also be nicer if package manager maintainers worked harder to not break the default assumptions of Ruby developers.
All of the RubyGems developers are volunteers—as are most (if not all) of the various package manager maintainers. The way that Debian broke Ruby in the past (I don't know if it still does, but I have heard reports that it's better)…was unconscionable. (This mostly because Debian tried to treat RubyGems like C-based libraries, which are hard to have multiple usable versions of; RubyGems was based on the idea that you might need multiple usable versions of a package around.)
Rather than repos providing out of date Rubies and gems, wouldn't it make sense to solve the conflict between the two approaches in just one place, and make nice reliable RVM packages for everyone to use if they need Ruby?
Its quite difficult for anyone who is newish to linux to do an RVM installation using the provided instructions: https://rvm.io/rvm/install/ - the instructions are not very clear. They also recommend reading the installation script, which is long and scary:
"I recommend you read the installation script yourself. This will give you a chance to understand what it is doing before installing, and allow you to feel more comfortable running it if you do so." ...
Amen. I just guided my manager through the install and only then realised how much of it was muscle memory for me. The script tells you to install XCode 4.1 because it doesn't work with 4.2... but XCode is up to 4.4 now, and I know 4.3 works because that's what I have installed! It also advises you to install "latest stable" but has references to 1.9.2 in several places... it is, overall, a mess.
I ran through installing RVM yesterday on a new Mac and it wasn't a problem - 10.8, XCode 4.4, homebrew (okay, you have to install XCode CLI and Quartz separately), but it ran right through it. Then again, this is one combination that I know to work, I've definitely had it get byzantine with other versions of XCode in the past.