: "custom domain" means Google's computers handle requests for mysite.com and/or any subdomains like blog.mysite.com or www.mysite.com. Google provides very detailed instructions for how to set this

"custom domain" means Google's computers handle requests for mysite.com and/or any subdomains like blog.mysite.com or mysite.com. Google provides very detailed instructions for how to set this up: How do I use a custom domain name for my blog? Can you point out which step you don't understand? Are you trying to redirect from a sub-domain or top-level domain?

The difference between top-level domain and subdomain:

Google help documentation asks you this question because different setup is needed for each case:

Where would you like to host your blog?

On a top-level domain (www.example.com).
On a subdomain (foo.example.com).

Top-level domain:

Going to mysite.com will go to the Google-hosted blog.
Set up by configuring A records to point to Google.
Example: leftium.com

Subdomain:

Going to mysite.com may not go to non-Google-hosted content.
The blog is accessed by going to a specific subdomain, like blog.mysite.com or puzzles.mysite.com).
Set up by configuring CNAME records to point to Google.
Examples: leftium.com, blog.stackexchange.com

Note Top-level domain and subdomain can be configured simultaneously. Most people do this so mysite.com redirects to mysite.com.

My guesses:

In addition to CNAME records, you also need to configure the A records (also called host records). The CNAME records just take care of sub-domains like domain.com or blog.domain.com. The A records describe how the actual top-level domain is processed. From the Google documentation:

The following action links your naked domain (example.com) to your
actual site (www.example.com). If you skip this step, visitors who
leave off the "www" will see an error page.

Enter your domain name in the format example.com, and list the I.P.
addresses shown below in the "A" section. You'll need to create four
separate A-records which point to four different Google IPs.

216.239.32.21
216.239.34.21
216.239.36.21
216.239.38.21

Update your Blogger settings (and wait). You need to tell Blogger to expect requests from the custom domain and wait an hour (sometimes a few days) for the DNS changes to propagate.

I don't recommend it, but there is an alternate, slightly simpler solution: many registrars support "masked" URL redirection. In your registrar's settings, just forward your domain to BLOGGER_ID.blogspot.com. This solution is domain-registrar-specific; NameCheap calls this option "Url Frame".

update:
(GoDaddy's UI is a PITA, so I migrated to NameCheap.)

I found the easiest way to modify DNS records at GoDaddy was to export your zone file as a text file, edit it, then import it back to Godaddy. Also try from Internet Explorer, to be safe. I've had issues with GoDaddy on other browsers.

Add the relevant configuration line you need in the zone file (also remove any conflicting/unwanted entries) I am not sure if it makes a difference, but take note the white space between columns are TABS:

; CNAME Records
puzzles 1800 IN CNAME ghs.google.com

Also I have successfully pointed multiple CNAME records to ghs.google.com from GoDaddy. This is what my zone file looked like:

; CNAME Records
www 1800 IN CNAME ghs.google.com
iknowjohn 1800 IN CNAME ghs.google.com
mail 3600 IN CNAME ghs.google.com
ftp 3600 IN CNAME @