What DNS settings does connecting my domain change?

Site URL: https://sunfish-hexaflexagon-4m59.squarespace.com

Hello, I want to connect my godaddy domain to squarespace, however I want to know what DNS settings squarespace changes. I have two emails my domain points to so I can have a custom domain, and I want to make sure those email DNS settings aren't changed so my email does not go down. 

If you follow the guide for Connecting a GoDaddy domain to your Squarespace site it will change the A and CNAME records for the website. It should not change MX records.

If you are nervous of using the automated method, you can add/change them manually using this method.

Will it change the autodiscover CNAME record? I know that is also email related

No. It shouldn’t affect this setting. However, it is good practice to take a note of the settings before you make changes. That way, you can always restore the settings if you have issues.