Redirect GitHub Pages from Subdomain to the Top-Level Domain

Short answer

Step 1: Add a new file CNAME to your GitHub Pages repository containing only one line: your top-level domain name.

E.g.:

example.com

Step 2: [Optional] but highly recommended

2.1: Remove all other top-level records (prefixed with @) of type A from your DNS configuration.

2.2: Remove a CNAME record for the second-level domain www if it is present.

Step 3: Add these 5 entries to the very top of your DNS configuration:

@        A        185.199.108.153
@        A        185.199.109.153
@        A        185.199.110.153
@        A        185.199.111.153
www      CNAME    your_github_username.github.io.

Replace your_github_username with your actual GitHub username.

Step 4: Wait for your DNS changes to propagate.

DNS changes aren't effective immediately. They can take up to a full day to propagate.

Long answer

This issue has two sides. One is the DNS configuration itself. Another one is the way GitHub Pages forwards HTTP requests.

We need to know a few things to understand what GitHub is trying to say in their documentation.

DNS Entry Types

There are two types of DNS records which interest us: CNAME and A.

A is also known as Apex or sometimes as root entry. It forwards requests to a specified fixed IP address. CNAME entry forwards requests to a specified URL (actual valid plain text URL, not an IP address).

DNS Load balancing

GitHub has one central URL address which accepts all DNS requests for GitHub Pages: http://username.github.io. That URL is resolved to different IP addresses based on your geographical location. Website hosted on GitHub Pages is a simple collection of HTML, CSS and JS files. GitHub distributes these files to different servers across the globe. So that when your browser sends a request from Europe it receives data from a server in Europe. The same is valid for the requests from Asia and the USA.

What GitHub is trying to say

Since A records in DNS must contain IP addresses, and they must be either 185.199.108.153 or 185.199.109.153 or 185.199.110.153 or 185.199.111.153, there is no way to forward requests to a server located somewhere in Europe or Asia. Your website hosted at GitHub Pages will be downloaded from a central GitHub Pages server. There is a minor risk that if GitHub Pages DNS servers (x.x.x.153) are down for some reason, all custom domains which use fixed GitHub Pages IP addresses will not be accessible (their DNS requests will not be resolvable).

That is why GitHub strongly suggests to either use a second-level domain for your GitHub Pages (e.g. blog.example.com) or use a DNS service provider that supports a record type ALIAS that acts as A record but forwards request to a URL address (e.g. username.github.io) instead of a fixed IP address.

How GitHub Pages treats HTTP requests

After a DNS request for your_github_username.github.io. is resolved into an IP address, e.g. 185.199.108.153 your browser sends an HTTP request to that server with an HTTP header Host. Below are curl examples that load the same website (these examples might not work if you are behind a proxy server):

curl --header "Host: your_github_username.github.io" http://185.199.108.153/
curl --header "Host: www.example.com" http://185.199.108.153/
curl --header "Host: example.com" http://185.199.108.153/

This way GitHub Pages servers know which user website to serve.

GitHub Pages server will automatically redirect HTTP request to the top-level domain if your CNAME file contains example.com but www.example.com is requested.

The same is valid if your CNAME file contains www.example.com but the header Host in the HTTP request contains example.com.

Why can't I add a CNAME record entry that accepts a top-level request (@) to my DNS configuration?

Quote from the GitHub Pages documentation:

Warning: Do not create a CNAME record for your custom apex domain! Doing so may cause issues with other services, such as email, on that domain.

References:

[1] Setting up a custom domain with GitHub Pages
[2] My custom domain isn't working
[3] Cannot access my GitHub Pages website by IP Address
[4] How do I set up GitHub Pages to redirect DNS requests from a subdomain (e.g. www) to the top-level domain (TLD, Apex record)?