Go to Developer applications link and login with your credentials.
1. Enter your Application name in "Application name" field.
2. Homepage URL must be http://www.yoursite.com
3. Enter your Application description in "Application description" field.
4. Authorization callback URL must be http://www.yoursite.com/module/MODULENAME/github
"MODULENAME" - folder name with the module
Click "Register application" button
Copy the generated "Client ID"and "Client Secret"