You'll be asked to choose the file location, here you can choose a custom name as well. If want to keep default name and location simply press enter key.
> Enter a file in which to save the key (/c/Users/you/.ssh/custom_name):[Press enter]
Then you'll need to type in and confirm a password/passphrase to protect your ssh keys, if you wish you may just press enter for no password/passphrase.
You will not see anything as you type, nonetheless, characters are still being captured so continue as normal.
> Enter passphrase (emptyfornopassphrase): > Enter same passphrase again: