Glad you like it!
I bingewatched the whole thing (7 episodes) in one sitting, absolutely great. One of the best things I've seen recently - it has a lot to do with my love for westerns for sure, but the quality of the show is unquestionable either way.
And yes, Jeff Daniels is great! His character in Godless must be one of the greatest villains on modern television; not just your standard bad guy, many sided and unpredictable. Jack O'Connell does a great job too, he reminds me of those antihero protagonists of spaghetti westerns. In fact, the whole show recalls the westerns of the 70s, not only visually but also by taking all the "standard" character types and the tropes of the genre and twisting them a bit. Also, surprisingly strong supporting characters!