This looks interesting but I really don't like how you're prompted to download and run a shell script from their website without any indication of what it does. I'm all for making it easy to get started, but at least explain what the script does.
You should be able to read the source of the script directly at https://get.pulumi.com/ or even download it yourself, inspect it and then decide if you want to run it or not. You can also follow the manual install instructions which are listed a little further down on our install page at https://pulumi.io/install/, if you want total control over where it is installed.
I also just opened a pull request to our docs website: https://github.com/pulumi/docs/pull/430 to explain in a little more detail what we're doing with the scripts.
That way I'd have a convenient way of keeping it updated to the latest version