If ssh-copyid gives you this error:

ssh-copy-id user@ubuntu.eskimo.com
/usr/bin/ssh-copy-id: ERROR: No identities found

It means that you have never created ssh keys on your ssh client.  To do so:

type:

ssh-keygen

It will respond with something like:

Generating public/private rsa key pair.
Enter file in which to save the key (/home/user/.ssh/id_rsa):[Enter key]
Enter passphrase (empty for no passphrase): [Press enter key]
Enter same passphrase again: [Pess enter key]
Your identification has been saved in /home/user/.ssh/id_rsa.
Your public key has been saved in /home/user/.ssh/id_rsa.pub.
The key fingerprint is:
22:d4:fe:cd:ab:93:1f:33:f2:e3:ac:32:3c:c5:7a:ac user@your machine

After which sshd-copyid will work.