Establish an SSH connection to your remote server using putty for Windows, Linux and Unix. I normally use Windows when setting up my *nix servers and I prefer kitty portable SSH client from 9bis. Kitty portable SSH client is a fork of Putty and a very good client.
For first time connections, a certificate will be presented to you which you can either accept and download or deny which will cause a termination of the current SSH session. In order to continue, you should “accept”, this prompt will also reappear if your server have done a massive change on it’s private certificate.