Global setup:

Download and install Git

git config --global user.name "Your Name"
git config --global user.email your.email@server.com

Next steps:

mkdir ProjectName
cd ProjectName
git init
touch README
git add README
git commit -m 'first commit'
git remote add origin git@github.com:ollu/ProjectName.git
git push -u origin master

Existing Git Repo?

cd existing_git_repo
git remote add origin git@github.com:ollu/ProjectName.git
git push -u origin master

Importing a Subversion Repo?

Read this

Resources

git community book
Pro Git