So GoDaddy probably needs the CNAME records from you, that you need to generate from Microsoft.
The DMARC one should be easily done on their end.
I wish I could tell you why the sudden change. Microsoft's official policy is still for high volume senders only (5000emails/day). For those senders, they strictly ask SPF, DKIM and DMARC in place, but I don't think you send that many a day, do you?
From the last few days, I keep seeing low volume senders being regulated by this too. I cannot find any official news/announcement if they lowered the threshold. But getting these three all set up is honestly best practice for email hygiene anyway. These records serve as proof that you are who you say you are.
A simple way to think about it: imagine you give your child’s school a list of people allowed to pick them up. If someone shows up and says they’re authorized to pick them up "on your behalf", but their name isn’t on the list, the school would treat them as unverified. If that person keeps showing up, the school may eventually refuse them entirely.
In this case, SPF, DKIM, and DMARC are working like that “approved list", because these days many services can send email on behalf of your domain. For example, at my organization, we allow "salesforce" to send email using our domain address to follow up with sales lead, and we allow MailChimp to send out newsletters carrying out email domain as well, then we use Square's service to send out invoices/receipts also using our email domain. So it is important to have these records all set up so receiving email server can tell that I, as domain owner, have approved/authorized Salesforce, MailChimp and Square to send emails using our email address domain. I hope this makes sense. Sorry for the long explanation.