How to get UTF-8 locale when connecting via SSH to MacOSX from PuTTY (Windows)
Solved my problem using Stack Overflow question: https://stackoverflow.com/questions/7165108/in-osx-lion-lang-is-not-set-to-utf8-how-fix

The most important part of the answer:


  Try adding or editing the ~/.profile file for it to correctly export
  your locale settings upon initiating a new session.

export LC_ALL=en_US.UTF-8  
export LANG=en_US.UTF-8