SSH keys are used to establish a secured connection. For example if you need to add your key for secured git connectivity.
For generating SSH key use
ssh-keygen -t rsa -b 4096 -C “firstname.lastname@example.org”
It will ask for some info which you can leave default.
For help on options available: ssh-keygen –help
More details: https://help.github.com/articles/generating-a-new-ssh-key-and-adding-it-to-the-ssh-agent/