The latest versions of Raspbian (e.g. Jessie) come with an older version of node.js preinstalled. If you search around for how to install node.js on the Pi you’ll find a number of different approaches, as it seems there’s not an official ARM compiled version of the latest releases in the Debian repos.
This approach provided by this project has later versions compiled for ARM. Follow the instructions on their site to download and install from the .deb file.
Before you start, if you already have an older version installed (check ‘node -v’), uninstall it first. The version I had on my fresh Jessie install was from nodejs-legacy, so ‘sudo apt-get remove nodejs-legacy’ did the trick.