It takes a little bit of time to work correctly.
1. Change the available name servers on Go Daddy so ns1.enjin.com, ns2.enjin.com, and so on.
2. Go to Website Setting and Dashboard. Then click Domain/DNS records.
3. Insert the domain you bought from Go Daddy into the tab that says Custom Domain name.
It should work after that. I use Go Daddy and i had trouble at first. There are different options for some reason on go daddy for nameserver and you need to find the right section. It took me a few tries. If you still cant get it ill go through which nameserver its on in Go Daddy
Refer to this if you haven't already also.
http://wiki.enjin.com/wiki/Domains