My x2go server is my desktop at work and there is a .bashrc that launches keychain and loads my ~/.ssh/id_dsa into the session environment.
the terminal gets the following output before the prompt:
* keychain 2.7.1 ~
http://www.funtoo.org * Found existing ssh-agent: 1829
* Known ssh key: /home/rhall/.ssh/id_dsa
Then you get a bash prompt.