ourgraycottage on "Domain mapping in wordpress with godaddy domain and bluehost hosting..."

Hopefully this isn't a dumb question, but new to all of this.
In short I am wondering what my name servers should be set to because thus far I have purchased a domain name from godaddy, and a hosting plan from bluehost, and the ability to map my wordpress to a custom domain. I have set my name servers to point from godaddy to bluehost; however I got an email saying that in order for Wordpress domain mapping to work I need to set my name servers to wordpress.com. Do I need to do this? Also if I do this would I need to transfer my domain to bluehost in order for it to still be hosted there or is there a way to still point from godaddy to bluehost? Hopefully this makes sense and someone can help, thanks!