I had the same problem. I continued with the error. I do not see anything breaking. And I can code peacefully. So, probably you do not need to worry.
sudo apt-get install build-essential libopenssl-ruby libfcgi-dev sudo apt-get install ruby irb rubygems ruby1.8-dev sudo apt-get install sqlite3 libsqlite3-dev sudo gem install rails sudo gem install sqlite3-ruby
If you dont find path do this: (for Unix based systems)
Quoted from the book, but anyone else would suggest the same
If you can’t find the rails command, you may need to add /var/lib/gems/1.8/bin to your PATH environment variable. You can do this by adding a line to your .bashrc file: export PATH=/var/lib/gems/1.8/bin:$PATH
OK as aditya sanghi has mentioned, I do lack rdoc gem-- so probably running this will help
gem install rdoc rails
rails new sample. It looks like just the documentation is having troubles...