The client tool ssh-add wants to communicate with the background process ssh-agent. You need to start the ssh-agent process first. On Linux, an Shella shell uses the environment variables SSH_AUTH_SOCK and SSH_AGENT_PID to identify the correct process to talk to.
You can start ssh-agentssh-agent in multiple ways.
Either by starting a new shell
ssh-agent bash
or by evaluating the script returned by ssh-agent in your current shell.
eval "$(ssh-agent)"
I suggest using the second method, because you keep all your history and variables.