I ultimately gave up on the wizard and used someone else’s PHP script along with some manual SQL to get enough of my content across. “Localhost” isn’t the issue. Godaddy will put all of your Joomla stuff in a database called something like “L123456789” and then put your WordPress stuff in a database called “W987675432”. Each database has only one user, but the user’s name is the same as the database name. Thus, you need to log in to the Joomla database with one User ID and PW, and into the WordPress database with a different User ID and PW. You cannot create a new user for either database, or change the user name. (You can change the password, but that’s not really the problem for the plugin.)
The plugin needs to have a “Source User” “Source Password” and a “Destination User”, “Destination Password” feature for it to be usable in these circumstances.