Set Up New Plan

Purchased domain through GoDaddy, Host with Hostgator -> activated Cloudflare and recieved their Set Up New Plan - 1) is 1. Configure critical A, CNAME, and AAAA DNS records to ensure that all visitor traffic reaches your domain.

I am aware how to add a record, but what do I add ?

If you activated through Hostgator, they are in charge of your DNS records and should have automatically set them. If there’s a problem, contact their Support group and see if they can resolve it.