I've moved this to hosting (although I was a bit in doubt to move it to domains) because I think that it fits better in this area (it is a mix of hosting and domains)
The hosting part is easy. Simply remove all the files in the remote server and inform your ISP that you will be ending your hosting contract. They will delete the DNS zones for that domain as well as dispose of the hard disk space contracted.
The domain part is more difficult and this is the area where you seem to have problems with. You not only the contact details (either owner or administrative) but you need to be one of them (or at least to have their username and password to access the domain control panel which can be the same as the hosting's or not).
Some providers have an option to indicate that they don't want that name anymore, other simply will tell you that you don't have to renew the domain name when it expires.
Check goDaddy's faqs to know their policy about this particular subject
Edit: By the way, you shouldn't be worried by the clientProhibited messages... that's natural because you can't connect with the registrar's database directly.