Add example about how to setup system messages in the Rails integration (#54)

This PR adds an example on how to set up a system message using the
Rails integrations.

The example in the docs only covered POROs.

Author: jeduardo824

docs/guides/chat.md

@@ -67,6 +67,8 @@ chat.add_message role: :system, content: "Always format your code using proper R
 # - Creating specialized assistants
 ```
 
+If you want to set up system prompts with persistence, please refer to the [Rails integration guide]({% link guides/rails.md %}#using-system-messages)
+
 ## Multi-turn Conversations
 
 Chats maintain conversation history automatically:
@@ -275,4 +277,4 @@ Now that you understand chat basics, you might want to explore:
 
 - [Using Tools]({% link guides/tools.md %}) to let AI use your Ruby code
 - [Streaming Responses]({% link guides/streaming.md %}) for real-time interactions
-- [Rails Integration]({% link guides/rails.md %}) to persist conversations in your apps
+- [Rails Integration]({% link guides/rails.md %}) to persist conversations in your apps

docs/guides/rails.md

@@ -122,6 +122,24 @@ chat.messages.order(:created_at).each do |message|
 end
 ```
 
+## Using System Messages
+
+If you wish to use systems messages, you can create a Message with the role `:system` directly in the chat:
+
+```ruby
+# Create a new chat
+chat = Chat.create!(model_id: 'gpt-4o-mini')
+
+# Create a message with the system role
+chat.messages.create!(role: :system, content: "You are a helpful Ruby programming assistant. Always include code examples in your responses and explain them line by line.")
+
+# Now the AI will follow these instructions in all responses
+chat.ask "How do I handle file operations in Ruby?"
+
+# The response is automatically persisted
+puts chat.messages.last.content
+```
+
 ## Streaming Responses
 
 You can stream responses while still persisting the final result:
@@ -394,4 +412,4 @@ Now that you've integrated RubyLLM with Rails, you might want to explore:
 
 - [Using Tools]({% link guides/tools.md %}) to add capabilities to your chats
 - [Streaming Responses]({% link guides/streaming.md %}) for a better user experience
-- [Error Handling]({% link guides/error-handling.md %}) to handle AI service issues gracefully
+- [Error Handling]({% link guides/error-handling.md %}) to handle AI service issues gracefully