If you don't have 'External Identifier' for everyone yet - do a Contact import first!
Include the data fields used for contact "matching" based on your configured Duplicate Matching rules. For the default duplicate matching rules, you would include 3 columns in each row with the contributors' First Name, Last Name and Email Address.
Your main Goal here is to find the Contacts in your Database and add an 'External Identifier' for them (and these come from your Go CardLess)
Very straightforward now that everyone has an 'External Identifier' - you can even now dump the name fields; all you need is 'External Identifier' and the contribution data columns.