Gosu has a companion gem for examples (gosu/gosu-examples on GitHub).
gem install gosu-examples
gosu-examples # ...to show the example box
You can select examples from the right sidebar and jump straight into the source code by pressing S.
We recommend starting with the Ruby Tutorial on the wiki. For more documentation, check out the links in the sidebar.
Other useful RubyGems
There are several libraries that can give your games extra superpowers. Some of these libraries have not been updated in a while, so watch out for open issues on their GitHub pages.
gem install ashton (Spooner/ashton)
A C extension that integrates GL shaders and a particle engine with Gosu.
gem install rmagick
A powerful alternative to TexPlay, but very hard to distribute.
(gosu-examples comes with an example game. RMagick is mostly useful for experiments and internal tooling.)