It means either/or:
- you've never connected to the local system via
- new host keys have been generated on your system.
Longer Answer to include information from the comments
SSH is a Trust On First Use (TOFU) system. This means that the connecting system has a list of known hosts that it will always trust. If a previously unknown remote connection is made, the remote system's host key is presented for the connecting user to inspect and accept or reject. If the new host is accepted, that host key gets added to the local list of known hosts that is always trusted.
This is SSH's most vulnerable area. DNS lookups are unsecured for most domains unless DNSSEC is deployed. So, there is a possibility of an attacker spoofing DNS to look like the remote system. In this case, the host key would not match, but many users don't bother to check the host keys anyway. So, if using SSH with password authentication, a remote attacker can Man-In-The-Middle (MITM) an SSH connection and intercept your username and password if the host keys are incorrect and the connecting user doesn't bother to check.
There is a mitigating DNS record called
sshfp, which stands for SSH Fingerprint. The
sshfp record is entered by the domain owner in the DNS zone file. A connecting system to the domain checks for
sshfp records. If a record is found, the fingerprint is verified. This prevents a connecting system from connecting to the incorrect remote host in the TOFU trust model. However, many, maybe most, DNS providers do not support the
sshfp record type. And so, most
ssh connections are not protected against DNS spoofing.
So, be careful when connecting to a remote system that you have connected to previously but presents a new host key. Your concerned response is good. However, in this case, most likely unwarranted.