I was finally able to find a solution for this annoying problem (Ubuntu server 14.04) in Atlassian support - step #4. It appears like the ssh-agent was running by default.
Open a terminal window and enter the following command to see if the agent is running:
ps -e | grep [s]sh-agent
If the agent isn't running, start it manually with the following command:
ssh-agent /bin/bash
Load your new identity into the ssh-agent management program using the ssh-add command.
$ ssh-add ~/.ssh/id_rsa
Enter passphrase for /Users/manthony/.ssh/id_rsa:
Identity added: /Users/manthony/.ssh/id_rsa (/Users/manthony/.ssh/id_rsa)
Use ssh-add to list the keys that the agent is managing.
$ ssh-add -l