you need to look at the log files, to determine why it failed. If you can't find out why from the logs, you may need to start sshd -i from the command line and watch what it prints. If this isn't helpful, you may need to examine sshd's execution with strace or a debugger.
If this isn't meaningful, Please contact the sysadmin.
If your server is remote, don't close your current terminal window unless you want to take a trip to the datacenter.
It might be helpful if you described your operating system, distribution, version and sshd verstion.