Raspbian Jessie, Raspbian Stretch, and Raspbian Buster have SSH disabled by default for security reasons. If you're using an up-to-date version of Raspbian (as you should!), you'll need to enable SSH on your Raspberry Pi before proceeding.
The default hostname for the Pi is raspberrypi, so in your command line app, enter the following and press enter:
Note: Certain distributions (like RetroPie) change the hostname by default -- for example, the default hostname for RetroPie is retropie, so you'd connect using that in place of raspberrypi. You can quickly check whether your Pi uses a certain hostname by pinging it and trying each hostname:
.. where 192.168.X.X is your Pi's IP address. You can obtain your Pi's IP address using the ping command above.
Type the password when you see the password prompt. For security purposes you won't see the password as you type.
You might encounter a host verification warning that ends with something like this:
The authenticity of host 'abc (abc)' can't be established.
RSA key fingerprint is 3f:1b:f4:bd:c5:aa:c1:1f:bf:4e:2e:cf:53:fa:d8:59.
Are you sure you want to continue connecting (yes/no)?
Just type "yes" and hit enter. This is a security measure to let you know you're trying to connect to a host for the first time. After connecting, the host will be added to the known_hosts file, and you won't see this warning again.