Use DAE. It is the only available open source file system for 3D so it is the best supported in Godot. For Blender you will have to use this plugin to have any luck with exporting readable DAE files though.
It is also best to have your animations made in the action editor in blender as this plugin will separate the animations nicely in that format.
When exporting with this plugin, take a look at the export options also as there are a lot of important things you may otherwise look over, like how the Tris will be ordered (I believe Godot says it prefers "Fan") and whether animations will be exported with your file or not. Very helpful!
When you open the DAE file in Godot it will ask to make a new Inherited Scene and then should set it all up for you so that you will have all animations in an AnimationPlayer linked up to your model. Looking at how the AnimationPlayer works is a good place to start to know how animations in 3D work; there are lots of good videos about it and I'm sure you'll find what you need help with with just a quick search.