The Ruby Study Notes / Tutorials on rubylearning.com is a good place to start learning Ruby.
I'd already written my first "Hello" Ruby program in Textmate.
First, I created an empty p001hello.rb file and opened that in Textmate.
Next, I pasted and tidied up the sample code, and executed the program by pressing ⌘R, which opens an HTML preview window showing the results.
That was all there was to it. I'm pretty amazed how smoothly it all went.