I tried switching from Windows to Ubuntu and had the same, if not more, problems with Ruby + Rails working properly. In my opinion, Rails is especially still in a state where, if you are not personally involved in the project, it is very difficult to start using it. I heard many people talk about how easy it is to use Ruby on Rails, when in fact, if you want to create something more than a blog application (which is 99% of this lesson), you end up spending as much time as in any other structure.
Update - in a year.
I tried Ruby on Rails again and this time started with the Rails Installer - a really easy way to get Rails to work on Windows (although sometimes it can be quite slow). Overall, the Rails Tutorial is by far the best way to learn Rails.
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