- Delete GitHub's default label that will not be used
- Create new labels
- Update color for labels

As requested by @gvwilson, don't print the JSON response from
GitHub.

Others changes:

- Use arrays to store the label and its color
- Print message if fail

Address @gvwilson comments:

- add an example
- variables in the shell are UPPER_CASED
- Check that repository exists using a HEAD

The script make easy to create the labels and keep it compatible
across repositories.