It will get easier!
I can certainly sympathize with people who get frustrated trying to purchase a domain and getting it transferred to WA. I'm going to tell you a short story about my escapades with GoDaddy in the attempt to change the nameservers to what WA needs.
I made the domain purchase yesterday afternoon and today I'd placed a couple of questions to the community on how to transfer it to WA. I kept diddling around trying to find the information on my own and, suddenly, I did! I found the WA nameservers and went back to GoDaddy to place the new nameservers where they are supposed to go. Only when I attempted to login to GoDaddy, i was told I'd been locked out due to too many incorrect login attempts. Bummer! I couldn't think of any attempts I'd made to login to GoDaddy after I'd purchased the domain, so I called them. They're in Phoenix, right up the road from me.
One very nice thing about GoDaddy, when you place a phone call to them, the robot answering service will let you know approximately how long you'll have to wait before an agent will be available to talk with you. I'm not sure what the time frame is, but after telling me an agent would be with me in 8 minutes, the service said if I'd like to schedule a call back from a GoDaddy agent, press 1. There were a couple of other options, but I was only interested in talking with an agent, so I pressed 1 on my phone's keypad. The robot service asked me what number I would like the agent to call and then said the call would be coming in the same number of minutes I was first told I'd have to wait. I thought that was really cool! Instead of hanging on the phone for 8 minutes, I could now do other things.
The call back came in less than 8 minutes...it seemed like it was almost immediate. The agent I talked with really knew his stuff and figured out what was going on in less than a minute. The problem was I'd apparently left a letter out of the user name I selected at the time I made the domain purchase, but when attempting to login, I added that letter to the user name. Like a user name billy, I'd left out one of the letters so as far as GoDaddy knew, the user name I wanted to use was billy, but actually it had been entered into my account setting in GoDaddy as bily.
I've purchased domains from GoDaddy in the past so I was somewhat familiar with the requirement to change nameservers if you're changing to a different hosting company. So I knew that with a little perseverance I'd get the problem fixed. I also know this step in your progress towards success can really be frustrating. Nothing seems to go right and everything you try just seems to make it worse. But please trust me on this...although the first time you go through this process can be so frustrating you want to chuck your computer out the window, keep trying. In the end, when you've got your new domain name settled in at WA, nameservers changed, and you're starting to build your website, the frustration you experienced initially will melt away and you'll know you're on your way! And it you decide to purchase more domains and build more websites, you'll look back at the frustrations you had and think, "This is a piece of cake."