Problem Solved ! I connected the Pi with an HDMI cable to a separate Monitor, keeping the Thunderbolt ethernet connection with the MacBook pro. On the RPi interface on the separate monitor, I gave the command ifconfig and noted the inet address. The 'inet address' was different from the one I found ...
My Raspberry pi 2 Model B is connected to the MacBook via Ethernet. The OS installed is Raspbian Jessie. In the Terminal, when I try to login with the command, ssh pi@XXX.XXX.XX.XX , the following appears: "The authenticity of host 'XXX.XXX.XX.XX' can't be established. ECDSA key fingerprint is SH......