I am trying to push my new project in recently created Github repository. But having SSH authentication issue. I don\'t know the key management, as which key is to used and how.
You will get that error message for every new host, when you connect the first time using SSH. Potentially a malicious person could have set up a server, which now answered your request, but is not the real github.com server. That is why you should verify the fingerprint and that is what the whole error message wants to tell you.
If you accept that dialog, it will work fine afterwards.