After failing to setup git access to my newly created repository on git-hub, I managed to nail the problem, thanks to Lee Henson’s good advice (and by re-reading the hint text)
After generating the public key (with puttygen) I copied to git-hub only the key itself (the HEX part), while I was also supposed to copy the text surrounding it, as can be seen in the image below:
Copy + Paste => now it works