Linux
If you’re using Linux, you probably already have a favorite text editor, you know how to install Ruby with your package manager, and you better already know where to find your command line. ☺
If you don’t have a text editor you’re fond of, though, might I recommend SciTE? It’s made specifically for programming, it plays well with Ruby, and it’s free. You can download it from http://www.scintilla.org/SciTE.html. If you use another relatively popular editor (emacs, vim, and so on), you can probably find Ruby syntax highlighting rules and such for it.
Next, you’ll want to see whether you have Ruby installed already. Type which ruby on your command line. If you see a scary-looking message that looks something like /usr/bin/which: no ruby ...