Some stories:
In the early days of A319s, when a large airline was in the process of introducing them as replacements for older type 737s all I received was a slightly ruffled and very confused, "It's going around!"
After a request for the tower telephone number following landing, a humble phone call received after parking with the admission that the FO 'pressed the TOGA by mistake looking for his pen'.
Both of which are good enough, frankly! Tell us if and when you can. It's only for paperwork generally and if it's serious then you know when to tell us, either for self preservation or preservation of those following you down the approach. I'm not aware of any requirement to inform us of a reason but if you don't then we'll just make one up (but it won't be one that says it's my fault.
)
'Pilot initiated - reason unknown'.
For ATCOs here that want an answer ASAP just be patient, read some of the stuff here about workload. I don't see any reason to talk to a flight crew in the go around except for immediate provision of separation (or other safety critical information).