Executing the following command on the server you are connecting to will print out the fingerprint information on your RSA key that you should check before connecting to that machine for the first time. The fingerprint should be saved automatically by your SSH client at this point. If the fingerprints do not match do not connect.
ssh-keygen -l -f /etc/ssh/ssh_host_rsa_key
on an OSX machine you may need to execute:
ssh-keygen -l -f /etc/ssh_host_rsa_key