That's how ssh on *nix-like OSes works (OS X is a *nix-based OS). If you don't specify a username in the format of "ssh
user@target.host" where "target.host" is where you're trying to connect, it will attempt to connect as your current user. If the remote system doesn't have a username that matches, you obviously won't be able to log in. This is different than on Windows with a tool like PuTTy, where it will prompt you for a username rather than having to put it on the command line.
OS X ssh man page