This tutorial will show you how easy is to create ssh key pair.
login to linux machine
make an empty directory your current directory
run following command:
ssh-keygen -t rsa -b 2048 -f id_rsa
Optional: you may add parameter -C comment to change default comment. Default comment is yourLogin@yourServer)
When prompted for passphrase, you may decide to enter it or leave it empty. For better security, enter this passphrase. Everytime you will want to use your private key, you have to enter this password.
Two files are created: