I don’t understand why the fact you’re using godaddy would make any difference.
When you set up and work on a wordpress.com site you are using wordpress.com’s (restricted) access to their WordPress set up to run a site on their server. You can buy a domain (from any registrar) and have wordpress.com point that domain at your wordpress.com site, I think, but that doesn’t change the setup.
When you set up wordpress installation at godaddy (who are just a Web hosting company as far as I know), you are setting up a standalone wordpress installation on the web server space you’ve bought from godaddy. It has no relation with wordpress.com that I am aware of.
Maybe I just don’t understand how godaddy works. I’m in Wales so they don’t really come on my radar.
So, from where I’m sitting I would have thought you wanted to talk to wordpress.com about what you can do to move a site to your own web hosting space at godaddy.
If they can’t help you, you will have it all to set up again from scratch, I’m afraid.
But, as I say, I may be making some mistaken assumptions here.
Cheers
PAE