There are two ways you can direct to your blog section.
If you are using a cPanel above an Economy plan, you can use the subdomain as an add-on domain with it's own folder and its own WordPress website under that name. Then blog.primarydomain.com (or just "blog") would be a listed as an A record of your domain's DNS, pointed to the same IP address of your hosting plan.
The second way would be to forward the subdomain to the desired page - the complete URL for that page - so your visitors using blog.primarydomain.com would see the blog on arrival.
TLH - GoDaddy | Community Moderator Supporting you at x.co/247support