When attempting to connect a domain for Pages I receive the following error in GoDaddy when setting up the CNAME: "There was an error processing your request. Try again. If the problem persists, contact customer support."
Refer to GoDaddy's documentation for setting up CNAME records to determine the cause of the error message.
There is likely a CNAME set up for 'www' even though that is already in use. (most domains have a redirect rule for 'www' to point to the domain).