I was struggling with the problem as well.
After I typed
$ eval 'ssh-agent -s'
followed by
$ssh-add ~/.ssh/id_rsa
I got the same complain: "Could not open a connection to your authentication agent". Then I realize there are two different kind of quotation on my computer's keyboard. So I tried the one at the same position as "~":
$ eval ssh-agent -s
$ ssh-add ~/.ssh/id_rsa
And bang it worked.