There's a plugin for that:
In your new WordPress site go to Tools > Import. There you will see at the top of the list "Blogger". Clicking on the Install Now link will download the above importer plugin.
First you sign-up for the hosting you want with GoDaddy and then you install WordPress on that hosting. Depending on the hosting you signed up for is how you would then install WordPress.
=> GoDaddy has a step-by-step for Managed WordPress hosting that will help you out with the basics. You can find that here.
=> If you have the standard Web or Classic hosting you would then install WordPress as an application. You can find that step-by-step here.