The authenticity of host ‘grant.dreamhost.com (126.96.36.199)’ can’t be established.
This is normal. You’re always going to get this message when connecting to any given machine for the first time. Type yes to continue connecting, and the remote host’s key will be saved in your ~/.ssh/known_hosts file (or its equivilent on whatever type of system you’re using).
Subsequent connections will compare the remote host’s key to the key in known_hosts. If they don’t match, you’re given a warning that something unusual may be going on. If they match, you can be sure that the host you’re connecting to now is the same one you connected to the first time you logged in.
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