I've connected my Eclipse to my Github repos via http://eclipse.github.com/ . I'm trying to get the issue tracking integration working. It seems I'm able to create new issues within Eclipse; I see them posted to Github. But what I can't seem to figure out is how to download all the issues I've previously created directly on Github, nor can I find any documentation on this.
You need to create 'queries'. In your Task List view (the Mylyn task list), use the menu to create a query. Choose your repository, and selection criteria (i.e. show tasks with a certain milestone or tag). I actually wrote a short tutorial about this whole topic here.