In theory the SSH-key fingerprint should be checked at the first communication with each machine. In practice it seems like many SSH-users didn’t even know how to to verify that they are connected with the correct machine (man-in-the-middle attack).
When to check fingerprints
When connecting to a server for the first time SSH shows you the fingerprint of the server’s key and asks for confirmation. To be able to verify the received fingerprint you need to know the real fingerprint of the machine you are connecting to. So it is necessary to know the fingerprint in advance or having a secure communication to the owner.
How to check fingerprints
A simple way to generate a fingerprint of a key is to use
ssh-keygen -lf /etc/ssh/ssh_hosts_ecdsa_key.pub. This command creates the fingerprint for the ssh_hosts_ecdsa_key.pb. To get the fingerprint of another key just use another path, keep in mind to use the public keys.