Assuming that you are logged in as you, open up a terminal and run
ssh-keygen -t rsa -b 2048
You'll see something like this:
$ ssh-keygen -t rsa -b 2048 Generating public/private rsa key pair. Enter file in which to save the key (/home/user/.ssh/id_rsa):
Enter passphrase (empty for no passphrase): Enter same passphrase again:
You will definitely want to use a strong passphrase for your key. This is used to unlock the private key so that it can be used, and is the last line of defense if your private key is stolen.