Tmux is a nice helper for having multiple parallel shells running, especially using SSH connections. Additionally your shells remain running after connection lost. But if you also using SSH agents for using your SSH keys also on other servers, you have a problem with reconnecting to such tmux sessions.
If you reconnect, the unix socket to your SSH agent will change and because the shell is reused respectively reattached, your SSH agent will no operate as expected.
So you have to change the environment variable after reconnect to a new value. This is quite not easy, especially for already running programs. So it is easier to symlink your current unix socket to a specific file and update only the symlink on reconnect.
To achieve this, you should add the following code to your .bashrc (or whatever shell you are using).
if [[ ! -z "$SSH_AUTH_SOCK" ]] ; then
if [[ -S "$SSH_AUTH_SOCK" && $(basename "$SSH_AUTH_SOCK") != "localauthsock" ]] ; then
ln -sf "$SSH_AUTH_SOCK" ~/.ssh/localauthsock
fi
fi
export SSH_AUTH_SOCK=$HOME/.ssh/localauthsock