Transfering Domain & Blog From WordPress Hosting

Hi my name is Rhys.

A while back, I purchased WordPress hosting for the 1st time for my domain and blog.
I realised that the hosting is not suitable for the plans I have for my blog.
I want to revert my hosting back to linux hosting but don’t know how to do so from WordPress hosting.

I’m new to hosting on WordPress and I’m not familiar with the WordPress set up.

My question is, how do I cancel my hosting with WordPress and transfer my domain name and blog to another hosting provider like Go Daddy?

Any steps on how to go about this would be grateful appreciated.

Many thanks.

Rhys