Windows used to work when running Rails but then it broke again for some reason. That's just the way it is with Rails, since very few people use it on Windows, Windows bugs are taken care of extremely slowly.
So what I did when starting out was use Linux Mint on a virtual machine to learn. It was a pain in the ass but it worked, the speed of the VM was negligible but sometimes I wished I was on a real machine instead of a VM.
When I knew that I would be use Rails for the long-run I bought myself an iMac and haven't looked back. Everything Rails-related runs beautifully because the majority of Rails developer use Mac OSX. You got homebrew, rubymine, sublimetext, the works. I love my dev machine and can't see myself using Linux to develop things on again.