I used to be confused by this. It's because "git" is in the name and GitHub is the first thing you encounter, so I was like, "oh, is git some command line extension of GitHub?" rather than the reverse. :D
Similarly, as a youngling, I often confused GNU and Gnome, in particular because several popular (often GTK-based) applications from either started with `g`, eg GIMP, gedit, gparted.