Think of the SSR as a little magic black box. The input terminals are on the left side and the output terminals on the right side.
(With lettering right side up)
The ground for the input is bottom left corner, There is no ground for the output because is is a solid state SPST RELAY (single pole ,single throw) . So the LINE (HOT) is connected to the output as described in Reply#1
The input terminals are what you connect the arduino to . GND=>GND , digital or PWM OUT => +V input pin.
digitalWrite gets you simple ON/OFF.
analogWrite (PWM) gets you a dutycycle controlled output, where 20% duty cycle (20% of 255) should result in 20% brightness.
Since it already has the dimming function built in , my recommendation is just use simple ON/OFF with digital write .