I recently installed Ruby 2.0.0 on OS X 10.8.3 by compiling from source code. I checked the version with
$ ruby --version
ruby 2.0.0p195 (2013-05-14 revision 407
Ruby 1.8.7 is shipped with OS X. It seems that gem
is seeing that version instead of your manually installed 2.0.0. As others already suggested, using RVM or rbenv (which one depends on personal preference) makes handling different ruby environments much easier. You can find those tools and descriptions for them in the following places:
RVM: https://rvm.io/
rbenv: https://github.com/sstephenson/rbenv