Is this the lesson where you SSH from your machine into the bastion and then form that into the private instance? If so, are you running macOS/Linux? did you SSH into the bastion with '-A'? if you are running windows you need a few bits of config - check this link. You need the agent installed, and your key loaded into that, and then set putty to forward the auth. All explained in the link below.
Thanks @adriancantrill @ermin for your inputs on this. Followed by this, i had a similar practise lab to ssh from a bastion host to a private instance(connecting db instances).