Others on FT have intimate knowledge of this, but if you listen to ATC channels enough, you'll learn that 'go arounds' happen all the time - not frequently, but enough that it's generally not a big deal. Approach protocols include specific procedures for missed approaches (see IAP files for your favorite airport on FlightAware.com). If you search the LiveATC.net archives, you might even be able to find the Tower recordings for your flight.