Went through a lot of questions, but nothing seems to be solving my issue. Or to be more precise I am not sure if I am doing the whole thing correctly. So here it is:
Ha
I'm assuming that you have root access if you were able to install the Jenkins RPM. Were you su-ing to the jenkins user while logged in as root ? If not, you should do so or use
sudo su - jenkins
if your logged in user has sudo access.
Then run
ssh-keygen -t rsa
to generate an RSA keypair for the jenkins user, and you can upload the public key to your git server. The key will be generated as /var/lib/jenkins/.ssh.id_ra.pub if you take the defaults.