When I follow point 5 (Test everything out) in the github guide, the ssh command also hangs forever. According to the guide, I should be presented with a message that "Github does not provide shell access". Below is my output from ssh -vT git@github.com
debug1: Authentication succeeded (publickey).
Authenticated to github.com ([207.97.227.239]:22).
debug1: channel 0: new [client-session]
debug1: Requesting no-more-sessions@openssh.com
debug1: Entering interactive session.
debug1: Sending environment.
debug1: Sending env LC_MESSAGES = en_US.UTF-8
debug1: Sending env LC_COLLATE = en_US.UTF-8
debug1: Sending env LANG = da_DK.UTF-8
debug1: Sending env LC_CTYPE = en_US.UTF-8
I think I found the error. The WiMAX router I am using, messes SSH up. After trying another internet connection, it went smooth. The WiMAX router is branded "Alvarion", and according to a Danish Google Group the NAT implementation is broken in the router: http://groups.google.com/group/openspaceaarhus/browse_thread/thread/e99d96122a0522b7.
I have contacted the internet supplier to look into this. If they prove it has nothing to do with their router I will post it here.
Thank you all for your comments, which made me realise it maybe was an infrastructure problem.