My 2 cents:

I never used Linux before, the first task I did after installing
Ubuntu, a month ago,  was to set up a Rails environment, if you´re
from Windows world it could take some time just because it´s different
to install software in Linux, but once all it´s set up you don´t have
to mess a lot with the OS. There are many good tutorials on the web.
Now i´m the happy owner of a linux box with a complete Rails
environment for free, if it helps I could tell you that I only had  2
problems:

1. Using Netbeans 6.5 for linux I had problems to configure it to use
my gems repository for the ruby interpreter (not JRuby), this is when
I realize that in Ubuntu I was not the root user! and NB require real
root user permissions. I tried to configure GEM_PATH to use a
repository inside my user dir but this did not work. After some hours
of battle I give up and tried Netbeans 7, and it works!! Of course if
you don´t plan to use Netbeans you do not have to care.

2.I recommend to install Git before you start any programming, sooner
or later you´ll need it. for example:
   script/plugin install git://github.com/thoughtbot/paperclip.git won
´t work if you do not have Git installed on your system,    who knows
it!!!. Well this may not be a linux issue but if you are as clueless
as me this could save you some time

In the end it is a good learning experience, and I do not regret of my
decision.

Good luck


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