i just started using godaddy a couple weeks ago and i feel the same i have a email account with them and it was hard to understand that i dont get any incomming messages!
I also have an email, and I have followed all of their steps but it doesn't work. I tried setting it up with my host, and that didn't work, and then I tried forwarding it to my Mac Mail, and that actually worked for a few days, but now it doesn't again. I have no idea what I am doing wrong.