I was recommended to this page by a friend who was also trying to learn Ruby on Rails. This is a great first exercise for those looking to get their hands dirty and jump right in. It talks a bit about what Rails, what MVC is all about, and then drops you right into the exercise.
The one problem here is that it assumes you've already got Ruby installed and running. If you're on a Mac, Nettuts has a great guide using RVM (Ruby version manager).
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