Generate a private/public key pair:
Just type [enter] to (empty for no passphrase) to generate a private key without a password. If you enter a password, your key will be encrypted, and you will have to type the password every time you use it.

$ ssh-keygen -t rsa -b 4096 -C yolo@yoloctf.org -f id_rsa
Generating public/private rsa key pair.
Enter passphrase (empty for no passphrase): 
Enter same passphrase again:
Your identification has been saved in id_rsa
Your public key has been saved in id_rsa.pub
The key fingerprint is:
SHA256:OSHYGRwrI7LM9/8haFfVXgBlXrdHcdfEZxIv9CeWg5Q yolo@yoloctf.org
The key's randomart image is:
+---[RSA 4096]----+
|     .o.   .+=o*O|
|     o.+   .Eo+=X|
|. . + = .  ..o*=*|
|oo . o . o. ...+o|
|.o .    S.   .   |
|  . . . ..       |
|     + o .       |
|    . o . .      |
|       ...       |
+----[SHA256]-----+

The private key file should only be readable by its owner.
If needed do: chmod 600 id_rsa.

vagrant@kali:/home/yolo/tmp$ ls -al
total 16
drwxrwxrwx  2 yolo      yolo   4096 Apr  4 13:24 .
drwxr-xr-x 27 yolo      yolo   4096 Apr  4 13:22 ..
-rw-------  1 yolo      yolo   3381 Apr  4 13:24 id_rsa
-rw-r--r--  1 yolo      yolo    742 Apr  4 13:24 id_rsa.pub

Private key headers are easy to identify:

$ cat id_rsa
-----BEGIN OPENSSH PRIVATE KEY-----
b3BlbnNzaC1rZXktdjEAAAAABG5vbmUAAAAEbm9uZQAAAAAAAAABAAACFwAAAAdzc2gtcn
NhAAAAAwEAAQAAAgEA4hHFXkYNJLp47GZdP1LEJ3rueKhu4c9SCqzbeJfaWUJY/nZSmV76
7KrJLvv/4Ve+Dm5bLwhJ9BkLessiIlGgx0ju+ghI7V+Ar+qAhir5chpVSGH4YIk0J8VDbJ
...
O9mUtgl8PKUd5AQL6sMM/FaYffu7+OFQkJzv3hxyiFEQPhsAo2K55cG8S0RWCX9Jp96U54
lOXLj6MfGkfzuvvFS4pm9iTBrwKq8h7CubmNOnHe3TH3U/Mrzf6wq8MwAEpSeTWfnBGdRP
tHOBQdCIQj3JAAAAEHlvbG9AeW9sb2N0Zi5vcmcBAg==
-----END OPENSSH PRIVATE KEY-----

Password protected Key header:

$ cat id_rsa
-----BEGIN RSA PRIVATE KEY-----
Proc-Type: 4,ENCRYPTED
DEK-Info: AES-128-CBC,2AF25325A9B318F344B8391AFD767D6D

NhAAAAAwEAAQAAAgEA4hHFXkYNJLp47GZdP1LEJ3rueKhu4c9SCqzbeJfaWUJY/nZSmV76

Public key :

$ cat id_rsa.pub
ssh-rsa AAAAB3NzaC1yc2EAAAADAQAxxxxx8/QoN3NBob3zs4l2mfZWkZNAtCHN2CpQ== yolo@yoloctf.org