If you're doing stuff with Ruby on a Mac, e.g. installling Jekyll or something, by default you'll end up having to use the sudo command to do stuff, since the permission to modify the default config is not available to your user account.
This sucks and should be avoided. Here's how to fix that.
To make this better, we are going install a new, custom Ruby. This used to be a big, scary thing, but thanks to the awesome tools Homebrew and rbenv, it's a snap.*
A word of warning: you will have to use Terminal to install this stuff. If you are uncomfortable with text, words, and doing stuff with your computer beyond pointing and hoping, this may not work well for you. But if that's the case, I'm not sure why you were trying to use Ruby in the first place.