We can see $\dot{X}^{\mu}$ is a null eigenvector from
$$\frac{\partial ^2\mathcal{L}}{\partial \dot{X^\mu} \partial \dot{X^\nu} }\dot{X^\mu}=\frac{\partial }{\partial \dot{X^\nu} }\left( \frac{\partial \mathcal{L}}{\partial \dot{X^\mu} }\dot{X^\mu}\right)-\frac{\partial \mathcal{L}}{\partial \dot{X^\nu} }=
\frac{\partial }{\partial \dot{X^\nu} }\left( \frac{\partial \mathcal{L}}{\partial \dot{X^\mu} }\dot{X^\mu}-\mathcal{L}\right)=0$$
but this depends on computing the Hamiltonian for this specific NG action and seeing it's zero, (circular since we wanted to compute the Hessian and then use …