Execute the command:

ssh-keygen

By default, recent versions of ssh-keygen will create a 3072-bit RSA key pair, which is secure enough for most use cases (you may optionally pass in the -b 4096 flag to create a larger 4096-bit key).

After entering the command, you should see the following output:

Generating public/private rsa key pair.
Enter file in which to save the key (/your_home/.ssh/id_rsa):

Press enter to save the key pair into the .ssh/ subdirectory in your home directory, or specify an alternate path.