I had the same problem (plugin version 1.13).
I think I got passed it when I enclosed the private key with the opening and closing statement:
-----BEGIN RSA PRIVATE KEY-----
AAABARwm....
...ggrkQs8=
-----END RSA PRIVATE KEY-----
but then the error changed to:
[ssh-agent] Looking for ssh-agent implementation...
[ssh-agent] Java/JNR ssh-agent
[ssh-agent] Registered BouncyCastle on the remote agent
[ssh-agent] Unable to read key: problem creating RSA private key: java.lang.IllegalArgumentException: failed to construct sequence from byte[]: unexpected end-of-contents marker
org.bouncycastle.openssl.PEMException: problem creating RSA private key: java.lang.IllegalArgumentException: failed to construct sequence from byte[]: unexpected end-of-contents marker
at org.bouncycastle.openssl.PEMParser$KeyPairParser.parseObject(Unknown Source)
at org.bouncycastle.openssl.PEMParser.readObject(Unknown Source)
at jenkins.bouncycastle.api.PEMEncodable.decode(PEMEncodable.java:153)
at com.cloudbees.jenkins.plugins.sshagent.jna.JNRRemoteAgent.addIdentity(JNRRemoteAgent.java:79)
at sun.reflect.NativeMethodAccessorImpl.invoke0(Native Method)
at sun.reflect.NativeMethodAccessorImpl.invoke(NativeMethodAccessorImpl.java:62)
at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAccessorImpl.java:43)
at java.lang.reflect.Method.invoke(Method.java:498)
at hudson.remoting.RemoteInvocationHandler$RPCRequest.perform(RemoteInvocationHandler.java:887)
at hudson.remoting.RemoteInvocationHandler$RPCRequest.call(RemoteInvocationHandler.java:862)
at hudson.remoting.RemoteInvocationHandler$RPCRequest.call(RemoteInvocationHandler.java:821)
at hudson.remoting.UserRequest.perform(UserRequest.java:153)
at hudson.remoting.UserRequest.perform(UserRequest.java:50)
at hudson.remoting.Request$2.run(Request.java:332)
at hudson.remoting.InterceptingExecutorService$1.call(InterceptingExecutorService.java:68)
at java.util.concurrent.FutureTask.run(FutureTask.java:266)
at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1142)
at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:617)
at java.lang.Thread.run(Thread.java:745)
Caused by: org.bouncycastle.openssl.PEMException: problem creating RSA private key: java.lang.IllegalArgumentException: failed to construct sequence from byte[]: unexpected end-of-contents marker
at org.bouncycastle.openssl.PEMParser$RSAKeyPairParser.parse(Unknown Source)
... 19 more
Caused by: java.lang.IllegalArgumentException: failed to construct sequence from byte[]: unexpected end-of-contents marker
at org.bouncycastle.asn1.ASN1Sequence.getInstance(Unknown Source)
... 20 more
[ssh-agent] Started.
needless to say that the sh 'ssh user@host' inside the sshagent scope fails.
Are you able to reproduce with the latest version of SSH Agent 1.11? This version now uses the Bouncycastle API and that part of the code has been reworked.