I’m not sure why I needed to do this but I think it was to figure out what server an email was coming from on a form submission or something and so I wanted to view the headers.

Anyway, to view the headers of an email in GoDaddy webmail first click into the message.  Then on the top right there should be a dropdown that says “More Actions.”  Click that and go all the way down to “View Full Header” and then hit Apply.  Bam, the headers should show up.

Breadcrumb version:
Login to Webmail > More Actions @ topright > View Full Headers