Due to the popularity of Node.js, it is very easy to get it working on any operating system. You can go to http://nodejs.org/ and download the appropriate distribution for your operating system.
If you are using Linux, in most cases, you should be able to install Node.js using your distribution's package manager. As this information keeps changing, I'll just point out the location instead. You'll find the instructions for installing Node.js using package manager here:
https://github.com/joyent/node/wiki/Installing-Node.js-via-package-manager
If you are using Mac OS or Windows, you should know that Node.js now provides an installer for these platforms, which is the recommended installation approach. You can also install using the source. Instead of repeating that process here, which is again subject to change, I'll suggest that you follow the official installation instructions on the Node.js wiki, on GitHub (https://github.com/joyent/node/wiki/Installation).