There is a step missing in the chapter "Documentation using Sphinx and ReadTheDocs.org". You must first open a new repository on Github, before you can push your "my-first-docs" repository up there. See paragraph "Add, commit and push".
In the section http://dont-be-afraid-to-commit.readthedocs.org/en/latest/git/commandlinegit.html#create-a-new-branch "Create a new branch", there is a note on an alternative method for creating a new branch based on the upstream master. At this stage in the tuturial, attempting to run that command will fail. Perhaps it could be made clear that the student won't be able to run the command at this point?