In settings your order email will typically generate an undeliverable message until you add an SPF record to your domain provider. The customer still gets a confirmation, however it will be from email@example.com.
After wresting with this a bit, I found that you do NOT create a separate SPF record (there can only be one per domain). in your DNS (Godaddy in this case). Rather, you concatenate the shopify SPF to the existing Godaddy SPF record. Make sure the ~all is at the end.
Hope that helps someone, I could not find this anywhere!