I'm Assuming:
- you registered your domain at GoDaddy
- you have actual Heroku app that works on http://my_app.herokuapp.com
- done everything correctly from https://devcenter.heroku.com/articles/custom-domains
- you have added your domain and www subdomain to heroku app like this:
$ ~/cd my_app
$ gem install heroku
$ heroku domains:add my_app.com
$ heroku domains:add www.my_app.com
now you want to point your GoDaddy domain to your Heroku app with CNAME
1. login to goddady, and lunch your domain and click on "DNS Zone File" tab
2. Click "Add Record", Add CNAME, and point WWW to "my_app.heroku.com"
3. refering to http://support.godaddy.com/help/article/5289/updating-your-domain-names-ip-address-for-forwarding?locale=en&pc_split_value=3&countrysite=uk you should point your A host record to 50.63.202.17
GoDaddy is changing design of their website too often, so if you cannot find these tabs, ...well, shit happens. Try to play around, they should be somewhere.
if you are looking for how to redirect / forward naked domain to www version directly from Go Daddy check this article: http://ruby-on-rails-eq8.blogspot.co.uk/2014/05/how-to-redirect-naked-domains-for.html