Assuming you already set your CNAME to point www on GoDaddy to your "http://my_app.herokuapp.com" (if not check this article: http://ruby-on-rails-eq8.blogspot.co.uk/2014/05/heroku-app-cname-on-go-daddy.html)
1. login to Go Daddy
2. Lunch your domain
3. In Forwarding section click "Manage"
4. Redirect your naked domain to your "www.my_app.com" version that is CNAME redirected to "my_app.herokuapp.com" (http redirect should be fine unless you want access to https version from naked domain; use 301 so that Google will like you )
