Linode's setup process is not the normal install routine, but rather a mostly-pre-configured image just ready to be deployed in mere moments -- you can provision a brand new server within minutes, which is really handy! Probably because they didn't want to have to create a new user each time a server is provisioned, these pre-configured images simply have a root user and thus allow root login.
Once you have your Linode provisioned, you can log in as root, create a new user with
sudo access (remembering to give said user a password!), and then disable root login (both in
sshd_config and by running
passwd -d). This is what I do on my Linodes, and excepting the time that I forgot to give my new user a password before I logged off (remember to give your new user a password!) I haven't had any problems whatsoever.
Oh, and when you create that new user, don't forget to give your new user a password! In fact, before you log off your connection as root, make sure you can log in and use
sudo. If you forget, though, you can always use the Linode dashboard to reset the root password and then log in via their Lish shell.