Your go-around does not require ATC approval—you declare your action and ATC responds with a clearance. If you are unable to reach ATC immediately (radio congestion, frequency overlap), climb on a safe heading and report your position and intentions once you establish contact.
The go-around is not an emergency unless you declare it as such. If you have a genuine emergency (engine fire, flight control malfunction), declare PAN-PAN or MAYDAY as appropriate. Otherwise, a go-around is a normal procedure.