It's always smart to assign a password to your account. Github was down just the other day. Keep a password assigned to your account just in case. By the way, I think github is a great single sign on for hacker related services. People who use parse are usually already logged in on GitHub... Right?
Implementing GitHub login is no more valuable than offering Facebook login. It ties things to a single identity provider and limits the number of people who can use it (ie: no FB/GH account, no ability to use it).
It doesn't matter really what 'Mozilla Persona' is. All that matters is that instead of implementing GitHub login, which is a single identity provider, sites should focus on implementing a global solution to login now that a viable one is available.
The general concept here is that the user just needs an email address and a password to login to any site. I'm tired of having to remember a bunch of usernames and passwords, aren't you?