Question about gem choice for my ranger

I have an option between 2 gems. One adds around 6 cold damage and the other adds 2 additional projectiles but lessens damage by 25%. Which one should I go for? (Currently i'm just using poison and split arrow)

Try both, experiment and have fun!

Most of the quest rewards that offer skill gems as a reward also unlock more gems for purchase at an NPC vendor in town (Nessa in Act 1, for example).

yeah thats the thing, i have a choice between those 2 gems at nessa and I cant really experiment with them because i can only get 1

Those aren't the only gems available, when you complete certain quests you are offered a few gems as a reward, at the same time that quest unlocks a wider selection of gems for purchase. Visit the jewelry vendor and switch to his other inventory tab, that's where the gems are.