First you must have java, best if it's 1.8.
After installation you should be get this on your terminal
java -version
=> java version "1.8.0_11"
Clojure install? Actually much simpler to start with Leiningen, which should be installed directly, not with a package manager, as they are typically out of date.
Follow instructions on http://leiningen.org/
After installation you should be get this on your terminal
lein version
=> Leiningen 2.5.3 on Java 1.8.0_11 Java HotSpot(TM) 64-Bit Server VM
Setting up an editor? For actual work you will want an editor with an integrated REPL. It's extremely painful to attempt to use clojure as you would ruby or java.
LighTable is absolutely great. http://lighttable.com/