The SSH host key fingerprint along with your credentials should be brought to you by your server administrator. If your administrator didn't provide you the fingerprint you should:
- Connect to the server using the most secure way available.
- Go to the Server and Protocol information dialog (Session > Server/protocol Information).
- Under the protocol tab you will see a Server host key fingerprint box.
If you need more information you can access WinSCP's FAQ website.
