Ruby Gem best practices are to include a class under /lib that requires all the necessary files and classes for the gem.
In this case RJMetricsClient in the rjmetrics_client.rb file requires the Client class in lib/rjmetrics-client/client.rb.
Although you can access the Client class directly, it's easiest to just use the wrapper RJMetricsClient class to do everything, especially if we ever add other classes / files to this Gem.
I spoke to @briansloane about changing the documentation on the Dev Site, we should change the examples in this project and add authenticated? to the RJMetricsClient class.