One expects a learning curve starting any new language, but I prefer that to start AFTER I've got it installed.
in general, windows support in the ruby world is sort of a third class citizen, but I had thought rails installation was a solved problem
I installed it that way, wasn't difficult at all.
As for Ubuntu, it's a sad state. Installing ruby-rvm and/or rubygems from the the repositories can break your whole system.
One expects a learning curve starting any new language, but I prefer that to start AFTER I've got it installed.