If you want to play with Ruby and not Rails specifically, may I suggest a less monstrous framework, like Sinatra [1] or Ramaze [2]. Both come in one gem and have only one dependency - Rack (web server gateway).
You do not need a version manager to give Ruby a try. Although, it's a nice thing to have. If you decide to use one, you basically have 3 options: 1. rvm (most popular and bloated), 2. rbenv (simple), 3. chruby (even simpler).
If you can, I advise you to switch to Ruby 2.0. It's faster, got a lot of new features and it's becoming the default in the community.
Last piece of advice, do not mix up Ruby and Rails :)
You do not need a version manager to give Ruby a try. Although, it's a nice thing to have. If you decide to use one, you basically have 3 options: 1. rvm (most popular and bloated), 2. rbenv (simple), 3. chruby (even simpler).
If you can, I advise you to switch to Ruby 2.0. It's faster, got a lot of new features and it's becoming the default in the community.
Last piece of advice, do not mix up Ruby and Rails :)
[1] http://www.sinatrarb.com/ [2] http://ramaze.net/