Arduino and SSR to drive 12V solenoid
The input forward voltage of the opto-isolator inside the SSR has a max voltage of 1.65V with a forward current of 5 mA. 

This implies you should use a resistor to limit the current through the diode.

R = (Arduino_Output_Voltage - 1.65) / 0.005

Figure 9 of the SSR datasheet should also give you a feel that putting the Arduino's (relatively) large output voltage directly onto the opto-isolator will cause more than 20 mA to flow, violating the max input current.