Ok, so a few things. First: change your name servers back to default. What you got wrong in the first place was, you weren't supposed to change the cname settings on _domainconnect. I also use GoDaddy and so did the6transporters up above, who provided a screenshot; once your name servers have been switched back in GoDaddy, change your cname settings back to:
cname _domainconnect _domainconnect.gd.domaincontrol.com
If your name servers have already switched over to 000webhost's, it may take anywhere from 24-48 hours for them to really switch back to GoDaddy. You'll be able to change the cname and A records right away, but your website will still not work. You can check on the progress of the switch by looking for your domain name on www.whatsmydns.net.
Once your name servers have switched back: your site will ONLY work if you type "www.myfirstwebsite.com" into the browser. It still WILL NOT WORK if you only type in the naked domain, "myfirstwebsite.com". If you want to be able to do both, you will need to change the A record.
First: Look up your subdomain, myfirstwebsite.000webhostapp.com, on who.is. Then, click on DNS records, as shown below. Look at the values of the A records for your subdomain. (They may well be different from the ones shown here.)
Go back to GoDaddy. Change the value for the A record as follows:
A @ [myfirstwebsite.000webhost.com A record value]
That is, I changed my A record on GoDaddy to:
A @ 184.108.40.206
Again, you may need to wait up to 48 hours for everything to work itself out, but by the end of that your site should be live both on "www.myfirstwebsite.com" and "myfirstwebsite.com". Hope this helped.