I had the exact same problem. The way I solved it on Mac is this:
Switch to jenkins user (sudo -iu jenkins)
Run: ssh-keygen (Note - You are creating ssh key pairs for jenkins user now. You should see something like this : Enter file in which to save the key (/Users/Shared/Jenkins/.ssh/id_rsa):
Keep pressing Enter for default value till end
Run the command showing in the Jenkins error message, on your teminal (eg : "git ls-remote -h git@github.com:adolfosrs/jenkins-test.git HEAD")
You will be asked if you want to continue. Say yes
The Github repo will be added to your known_hosts file in : /Users/Shared/Jenkins/.ssh/
Go back to Jenkins portal and try your Github SSH url