Turn into the upwind leg…., depending on the reason for the go around, I typically sidestep to the right 1 or 2 hundred feet so I can see the runway, then fly to the end of the runway before turning crosswind, most importantly, climbing to PA. That said, I've been asked for immediate turns on go arounds by the CT, and occasionally a 360 back to short final. If you are uncomfortable with an instruction like that, say unable, that you would like a more standard pattern. It's a high workload time for you and you need to fly the airplane, then make sure you understand the instruction if at a towered airport before accepting it. If you are too busy, a quick "stand by" until things settle down is ok, but keep in mind there may be a good reason for an instruction.