SSH Fingerprints Website
If the message says: "The server's host key ist not cached in the registry. You have no gurantee that the server is the computer you think it is." it should also show you a fingerprint right below.
You can check if the fingerprint is correct with this website (https://ssh-fingerprints.ee.ethz.ch/).
The website contains the SSH fingerprints of every SSH server we manage.
Search or type in the hostname you want to connect to in the search bar on the top right corner of the website. The host with its fingerprint should now be shown in the table. Compare the fingerprint with the alert message. If it's the same fingerprint as shown then you can safely trust the connection