trouble with ssh

I tried unsuccessfully to run ssh on a local host. It says "The authenticity of host xxx can't be established" and " Permanently added key for xxx to known hosts". But then it says "No keys found in directory .../.ssh." It has created a file named known_hosts but ther eis no dir called .ssh. I tried creating .ssh and moving the known_hosts file there but the result is the same. Does ssh work?