Pull request is the number one feature in GitHub that made it what it is today. It was introduced in early 2008 and is being used extensively among projects since then.
Tip
While everything else can be pretty much disabled in a project's settings (such as issues and the wiki), pull requests are always enabled.
Whether you are working on a personal project where you are the sole contributor or on a big open source one with contributors from all over the globe, working with pull requests will certainly make your life easier.
I like to think of pull requests as chunks of commits, and the GitHub UI helps you visualize clearer what is about to be merged in the default branch or the branch of your choice. Pull requests are reviewable with an enhanced diff view. You can easily revert them with a simple button on GitHub and they can be tested before merging, if a CI service is enabled in the project.