Assuming you have Ruby -v 2.2.0 installed (rbenv install 2.2.0 otherwise), change your ruby version with rbenv:
rbenv global 2.2.0
after install rails you must do this: rbenv rehash, in order to tell rbenv to see rails as executable.
follow this tutorial to set up Ruby and Ruby on Rails in your machine: https://gorails.com/setup/osx/10.10-yosemite
Note: In my case. after install rbenv the command rbenv global 2.2.0 doesn't affect my current ruby version (ruby -v still be the previous one). I fix this issue reinstalling rbenv and run this command:
# Add rbenv to bash so that it loads every time you open a terminal
echo 'if which rbenv > /dev/null; then eval "$(rbenv init -)"; fi' >> ~/.bash_profile
source ~/.bash_profile
immediately afterwards, as explained above in the tutorial.