On Github, is forking a theme bad?

I'm messing around with Grav and really liking the project, but I'm really new to GitHub.

So, is it seen as a bad thing to fork one of the current grav themes to work on edits I want to try?

Is there a better strategy?

Just looking for any of those "common courtesy" rules I might not know just yet and don't want to stay ignorant to. :)

That makes perfectly sense and GitHub fork is meant exactly for that. The fork allows you to create a copy of a project you like under your own user. At that point any change you do, you can commit and push to your own repository.
You can then decide to contribute back via GitHub and through pull requests or even start a whole new project of your own.
GitHub is really great about this, it always shows you what the parent you forked from is, it lets you compare your changes with the parent one, lets you keep in sync all the changes from the main repo to yours and so own.

When you see pull requests going under the main project, that's because someone forked the project, created a fix and then pull requested back. Usually fixes and patches are done through branches to avoid polluting the develop branch where you might have other changes, but this is a different story.

You can read more about fork from GitHub itself, b ut the bottom line is: go ahead, fork and experiment, that's one of the many reasons we decided to put everything on GitHub in the first place!