After some googling found this blogpost from André Bergonse :
http://bergspot.com/blog/2012/02/how-to-fix-warning-setlocale-lc_ctype-cannot-change-locale-utf-8/
I made the mistake to put the export in the servers .bash_profile, but off course you need to put in your own OS X account .bash_profile or create this file.
$ vim .bash_profile
# OSX Lion ssh logon:
# -bash: warning: setlocale: LC_CTYPE: cannot change locale (UTF-8)
export LC_CTYPE="en_US.UTF-8"
Afterwards you need to restart your terminal program, I use iTerm2, to have the settings take affect.
From http://ibohm.blogspot.jp/2012/03/how-to-fix-warning-setlocale-lcctype.html