The default place that CentOS mail logs are written is /var/log/maillog. I don't know go-daddy's hosting controls, but can you set preferences for log paths in your hosting controls? If you can't then you could ask go-daddy support to provide the path to the logs.
Alternatively, you may find the logs in /usr/local/psa/var/log/maillog
You could check /etc/syslog.conf to see how the logs are configured and should see something like:
Log all the mail messages in one place.
You can check if syslog is running by using a shell command line and do the following (The pound(#) symbol represents the terminal cursor so you don't type it)
service syslog status
if it is running then check
Or it might be
It will show all the files associate with syslog and show path of maillog
I hope that this helps.