This is the level 0 of the game and you begin from here. In this level, all you need to do is to just connect to the server using the credentials of level 0.
Use the SSH command to connect to the server as follows:
ssh -l bandit0 bandit.labs.overthewire.org -p 2220
Note: You need to specify the port with -p flag as by default the SSH client tries to connect to port 21.
Upon prompted for password, enter bandit0 as the password, that’s it :)