First of all, if you just bought your first domain, you need to configure it's A/CNAME/MX records on GoDaddy side. Just point all those records to the IP of the hosted machine.
For example, my configuration is similar to:
Type Source Destination
A example.com 22.214.171.124
A *.example.com 126.96.36.199
Type Source Priority
MX example.com 10
This is very simple configuration to point ALL possible requests for your domain name to particular IP. Name servers is something you should not bother. If you purchased your domain from GoDaddy, they will provide you with their name servers, and there is no need to change them. The same is with e.g. Yahoo, and others.
Next step is configuration of your hosted server, which is out of this scope, and thus it is specific to your desired configuration.
Please note, updating DNS records takes some time. According to what I have read, it should take about 1 day to tell all the world that your domain is at specific IP address, but in practice that's about 2-3 hours.