What you need is the EPP code from your first/old domain registrar where your domain is exist. The EPP code is required by your new domain registrar.
(EPP code is an authorization key provided by your old registrar and required by your new registrar).
In GoDaddy domain registrar, the EPP code is named: Authorization code. so if you want to transfer domain from Godaddy you have to know the Authorization code for your domain.
To Transfer Domain from Godaddy to your other domain registrar :
(get Authorization code from Godaddy)
1. Log-in/sign-in to your Godaddy account.
2. Choose the domain that you want to transfer .
3. Go to Domain setting.
4. Update your contact information.
5. Set Domain Lock to Off.
6. Click Get authorization code.
Then Godaddy will send the authorization code to your email.
7. Now, Sign-in to your new domain registrar, where your domain will be transferred.
8. Usually from domain menu you will find the Transfer Domains to Us (maybe in yours the words will be different).
9. Choose it (Transfer Domains to Us), then enter the domain name, then you will be asked for the EPP code. Enter the authorization code that you have received from Godaddy by email.
10. Follow the wizard until you checkout and pay for the domain.
11. If your payment has already verified, not take a long time, again you will receive email from Godaddy about Domain Transfer Notice.
12. You have to sign-in to Godaddy and choose to the Domain again to accept the transfer.
13. In transfer tab you will see the domain name that will be transferred , choose Manage.
14. In Transfer Details, choose Accept or decline
15. Select Accept transfer and click OK
16. Wait a moment, then you will receive email from new domain registrar saying that the domain is already active.