Compiling coin software
Compiling coin software can be quite cool, useful and rewarding. It might seem a bit frightening if you've never done anything with programming languages. Fortunately it's fairly easy. And if you want to get started with mining it's quite essential to know some of the basics.
sudo apt-get install make g++ build-essential libboost-all-dev
OSX is quite unixy, so similar to Linux but it even though brew goes quite a way it's by far not as nice as apt-get.
cygwin can be useful. Otherwise, just install Linux.