Another round of git related troubleshooting at work. Whilst setting up my new computer, I got the following error:

Error connecting to agent: No such file or directory

Learning from my previous Git troubles, I first ensured that my private key was loaded correctly in Plink, which it was. After some intense period of searching the Internet, I finally got a hint that it might be related to Git not using my intended SSH client. After setting the GIT_SSH environment variable as shown in the picture below, Git magically worked again (after I restarted Emacs/terminal of course!).

Environment variable dialog