I don’t how many times I had to google this so here it for posterity:
Install the sqlite3 connector:
sudo apt-get install libsqlite3-dev
sudo gem install sqlite3-ruby
Or install the MySQL database and it’s connector:
sudo apt-get install mysql-server mysql-client
sudo apt-get install libmysql-ruby libmysqlclient-dev
sudo gem install mysql
install the PostgreSQL database and it’s connector:
sudo apt-get install postgresql-server postgresql-client
sudo apt-get install libpq-dev
sudo gem install pg