A "quirk" of the Debian and the LXDE desktop installed on the Raspberry Pi is that SSH is installed but Root access to SSH is not.
There are arguments for and against this practice. Personally I find it more productive to sit at my workstation with two or more monitors than to try and do my work on the lovely, but tiny screen on the Raspberry Pi. It's so nice and efficient to have my guide, email or web pages open on one screen and able to cut and paste into an SSH into the machine I am working on vs. having to type everything in and risk making mistakes.
Anyways, lecture mode off - here is how you can fix this :)
1) At the local terminal press Ctrl + Alt + F3 to get a new command line console. (Ctrl + Alt + F2 to return)
2) Type "sudo passwd root" (without the quote marks - typical for this guide)
It will now prompt you for the password for the active Pi account which is "raspberry"
Once you have authenticated, you are then prompted for the new password for the root account
3) Type "nano /etc/ssh/sshd_config"
Find the line that in "sshd_config" thatsays "PermitRootLogin without-password" and change it to "PermitRootLogin yes"
Ctrl + O to save, enter
Ctrl + X to exit
4) Restart the SSH server by typing "/etc/init.d/ssh restart"
You will see something confirming like "[ ok ] Restarting ssh (via systemctl): ssh.service."
5) Download Putty if you don't already have it
Start Putty by double clicking on the .exe you just downloaded and you will see a screen like this:
Its handy to save shortcuts to the machines you work on most frequently, so go ahead and enter those as shown (host name should suit your network which may differ) and click on Save and then either Open or double click on the highlighted line to open an SSH terminal session.
6) Login as "root" (case sensitive) and use the password you created in step 2. You will then be at a command prompt and ready to do your work.