How to use SSH to connect to a link-local IP address

The following command works for connecting to a link-local IP address using SSH:

ssh user@fe80::21b:21ff:fe22:e865%eth0

You need to select not only the correct IP address but also the correct network interface. The %eth0 part specifies the network interface to use. Replace eth0 with the correct network interface for your system (you can use ifconfig or other tools to find it).