>>Do you mean, I have to go t Godaddy and forward the domain to the hostgator?
Yes.
>>I am trying to get to my cpanel and it won't let me on, even with the password they gave me
Contact HG support?
The fastest way for you to move would be to hire someone who knows all steps of this process, as questions will keep popping up. Professional already knows your questions even before you ask them and will give you the choice of answers to achieve the result you want.
Gleb