Actually, not necessarily.
Creating a zone in the Linode DNS manager will *not* automatically copy over your existing settings from GoDaddy. It will add some default entries if you leave the creation settings at the default, but these aren't taken from your existing configuration - instead, they're done based on likely things you'll want.
If your domain is example.com, the prepopulated entries will give you A records for example.com, mail.example.com and
www.example.com pointing at your Linode's IP, and an MX record for example.com pointing to mail.example.com. But you won't have any other subdomains defined, so you'll need to add those yourself if you have any more.
Does this help?