On GitHub, I want to add a key to associate my computer with my account and I am given two options: create an SSH or a GPG key.
What is the difference between the two keys? and is there a preferred one to use?
I understand how to create both by following the guide on the site but I don't know which one is better to use.
I want to add a key to associate my computer with my account and I am given two options
You will need at least the SSH one, if you want to push back to your repository, using an SSH URL (since the public SSH key will authenticate you).
Start with SSH. See "Connecting to GitHub with SSH".
Later, you can use GPG to sign commits.