On Ubuntu 14.04 (maybe earlier, maybe still) you don't even need the console:
- start
seahorse
or launch that thing you find searching for "key"
- create an SSH key there (or import one)
- no need to leave the passphrase empty
- it is offered to you to even push the public key to a server (or more)
- you will end up with an ssh-agent running and this key loaded, but locked
- using
ssh
will pickup the identity (i.e. key) through the agent
- on first use during the session, the passphrase will be checked
- and you have the option to automatically unlock the key on login
- this means the login auth will be used to wrap the passphrase of the key
- note: if you want to forward your identity (i.e. agent-forwarding) invoke your
ssh
with -A
or make that the default
- otherwise you can't authenticate with that key on a machine you login to later to a third machine