The trick is easy. You just have to press “Enter”, follow by “~.” (a tilda and a dot, without the quotes). The “~” shortcut is an escape character and the dot represents a disconnection. So the “~.” combination allows you to close the SSH session. Other escape characters you can use include:

~.: Disconnect. ~^Z: Background ssh. ~#: List forwarded connections. ~&: Background ssh at logout when waiting for forwarded connection / X11 sessions to terminate. ~?: Display a list of escape characters. ~B: Send a BREAK to the remote system (only useful for SSH protocol version 2 and if the peer supports it). ~C: Open command line. Currently this allows the addition of port forwardings using the -L, -R and -D options (see above). It also allows the cancellation of existing remote port-forwardings using -KR[bind_address:]port. !command allows the user to execute a local command if the PermitLocalCommand option is enabled in ssh_config(5). Basic help is available, using the -h option. ~R: Request rekeying of the connection (only useful for SSH protocol version 2 and if the peer supports it).