To generate a CSR, go to your control panel and turn on SSL. From there, click on generate temporary certificate. That would allow you to generate a private key and CSR. Keep the private key safely and submit the CSR to godaddy. They should send your back a signed certificate. Edit SSL from the control panel and enter the certificate into the text box along with the private key and any certificate authority file godaddy may provide. Click submit and you are all set