*nix just means operating systems that are like the old workhorse Unix. Some examples include Linux, FreeBSD, and Mac OS X (its kernel, Darwin, is based on BSD).
The main relation between *nix and Ruby is just a pragmatic one; most Ruby developers seem to prefer to work on Unix-like OSes (typically Linux or Mac OS X). There’s no official relationship, and it’s quite possible to work with Ruby on non-*nix OSes like Windows.
*nix means UNIX-like; it is an operating system that behaves in a manner similar to that of a UNIX operating system without necessarily conforming to the Single UNIX Specification.
Wikipedia:*nix actually redirects to Wikipedia:Unix-like.
As for Ruby’s connection to *nix, Ruby was developed mostly on GNU/Linux by the open-source community, so it may be something to do with Ruby running better on *nix systems or Ruby developers preferring to work on *nix systems.