This usually means, the there is a problem with trusting the host key of the target-system, where you are about to connect to.
E.g., the host-key of the target system might have changed.
Please try to connect to the target host by the commandline, by ssh not the script (plugin), which usually shows you more informations about the problem and what you can do to solve it.
To (ssh) connect by the user nagios (on debian-based systems), who doesn’t have a login shell, so you could try:
sudo -u nagios bash
# e.g.: ssh firstname.lastname@example.org
On non-debian-based systems, the user should be icinga, not nagios