Did you log into a normal user account and then su to another? If so, did you use "su -l" to pickup their login stuff?
Do you have gcc installed? Did you select to install development tools when you installed Fedora? If not, you're gonna be spending some time installing various libraries and compilers.
To see if gcc is installed, as root do a "rpm -q gcc". If gcc isn't installed, you can probably start with "yum -install gcc". If you just built this box specifically for deploying nagios, consider re-installing and selecting to install most or all of the development tools, if you aren't familiar with compiling on linux this will save you a ton of time in satisfying dependancies.