I don't recall the instructions I looked at, but I know what I read was much more than a gem install. Correct me if I'm wrong, I actually wanted to use Ruby first.
mysql2 seems to have taken it's interface design from Perl's DBI, which is cool if you're used to that but might feel a little foreign.
If you'd like something that gives you a little more help, or there's substantial business logic in your script, take a look at ActiveRecord. This StackOverflow question (http://stackoverflow.com/questions/16683903/sinatra-mysql-an...) has a nice example of how you might set up your script to use AR.
My email's in my profile if you'd like any future help.