Protip: GitHub adds a few mail headers to the message envelopes. If you have a lot of activity on GitHub, you might get lost on what is an important notification and what can be seen later (or even ignored). Sample headers and values:

X-GitHub-Sender: <who took the action>
X-GitHub-Recipient: <your GitHub username>
X-GitHub-Reason: <type of the notification>
X-GitHub-Recipient-Address: <your-email@domain.tld>

So, just create a filter that checks for the Header X-GitHub-Reason with the value mention and put it into a GitHub mentions folder!