Error to open a connection to "ssh-agent" when running "ssh-add" command

Issue

Having the following scenario where:

• A passphrase was set for the rsa key pair to use in SSH connections
• Trying to run ssh-add to store the passphrase so there is no need to enter it each time a connection is initiated with a remote machine

Error messages like the following ones are the output:

# ssh-add 
Could not open a connection to your authentication agent.

# ssh-add
Error connecting to agent: No such file or directory