One problem is that their deb package doesn't specify ruby as a dependency. Another problem is that you have to examine their inlined bash install script to get to the .deb package to diagnose that. Another problem was that ubuntu's standard package repositories didn't include the version of ruby they needed (ruby1.9.1 - though I just checked now, and it seems to be available again). So I installed rvm, suggested by www.ruby-lang.org as an easy route, which needed me to install a whole bunch of other stuff, and finally installed the latest version of ruby - but this was too recent for their package to accept. sigh Eventually I found an old, undocumented gem of theirs that would install their command-line tool (well, half of it anyway). Maybe it's seamless if you already have ruby installed - but it's a terrible way to start ruby, in my experience anyway. Possibly it's more streamlined on Windows/Mac.
Then... all three versions of ruby that I tried (1.8, 1.9.1, 1.9.3) had changes that broke my tiny toy code. So astonishing, I'm not even mad.
Look at Python, with 5-year support for Python 2 before breaking compatibility with Python 3. And Java, well, I've never heard of code being broken (assert could have, but never heard it happen).
Ruby is labour-intensive - that's the price of constant (incompatible) improvement. Part of that price is documentation that goes out of date, instructions that go out of date, code that goes out of date. It becomes unrealistic to invest in Ruby - unless you plan to be working intensively on it anyway. Which I think does make sense for its original professional users, who are constantly iterating anyway. But it's not good for people who missed the early wave, when ruby was friendly.
It's a shame, because there's a lot of cool ideas in ruby and cool projects using it. I guess that's the trade-off. But, well, it took so much effort to get heroku installed that I haven't used ruby since.