Set MX records in the DNS Manager if using Gmail?
If you're not sure which of these you're doing, run
dig +trace yourdomainhere.com from your Linode. That'll show you where people are looking up your records from: if the buck stops with ns#.linode.com, you're using the Linode DNS Manager. If it stops at your registrar's nameservers, you're using theirs.
Question: if GoDaddy provided my domain, and in the GoDaddy setting's I set the name servers to Linode's name servers, does that affect where I add MX Records? In other words, do I add my MX Records via Linode or GoDaddy?
If you tell GoDaddy to forward all DNS requests regarding your domain to Linode then all DNS records need to be at Linode (this is exactly my situation).