Authenticity of Host Can't Be Established

I got an email from Digital Ocean after creating my droplet and it told me I could signin to my server by doing the following in the terminal window

ssh root@myhostnumber

I got this message in return.

The authenticity of host ‘HOST NUMBER DELETED)’ can’t be established. RSA key fingerprint is ‘blah blah blah blah blah blah blah’. Are you sure you want to continue connecting (yes/no)? yes Warning: Permanently added ‘myiphost’ (RSA) to the list of known hosts. root@myiphost’s password:

Note, I did not add SSH keys before creating my droplet. I know that my system has SSH keys (I think from when I signed up for github or heroku). Should I be concerned about that message? Is it related to the SSH keys issue?