So after reading a lot of posts on the internet, I finally managed to redirect the domain that I bought with GoDaddy to my Heroku App!
This gist helped me a lot : https://gist.github.com/mikestone14/11198630
There is really not much to do in order to achieve this. The hardest part is the waiting part !
Most of the time when you change something in your code for example, you expect to see the results right away. With this manipulation, it is not the case, you have to wait for the DNS severs to register the new redirection. This process can take up to 48 hours !!!
A word of advice : patience ;)