Huw Collingbourne Book Of Ruby is incomplete, but pretty decent, as much as possible.
Otherwise, take the installer with one click (assuming you are on Windows) and go. Digging around the ruby-lang.org Documentation page will give you more material than you can probably stand.
If you are behind a proxy server and want to try some kindness, which is rubygems (easy to download libraries, very cool), you may need additional authentication help from RubySSPI , without which the gem library can struggle to get to intervets.
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