Comment 5 for bug 414743

Martin, bug about wrong plink behavior was raised long time ago. It was half-fixed then by Dma Vasiliev by introducing usage of -batch command-line option that prevents plink to asking user about caching key in registry. Unfortunately this hides problem with first connect much deeper.

Documentation on plink suggest connecting first time manually using Putty or plink, see http://the.earth.li/~sgtatham/putty/0.58/htmldoc/Chapter7.html, section 7.2.2:

To avoid being prompted for the server host key when using Plink for an automated connection, you should first make a manual connection (using either of PuTTY or Plink) to the same server, verify the host key (see section 2.2 for more information), and select Yes to add the host key to the Registry. After that, Plink commands connecting to that server should not give a host key prompt unless the host key changes.